+2,826.7%
VRT vs PSLV
+283.3%
+2,543.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +13.6% | +2.7% | +10.9% | +12.7% |
| 30D | +6.8% | +3.5% | +3.3% | +5.5% |
| 3M | -3.2% | +0.3% | -3.5% | -3.7% |
| 6M | +20.3% | -21.0% | +41.4% | +27.8% |
| YTD | +79.6% | -8.9% | +88.5% | +77.7% |
| 1Y | +139.0% | +54.0% | +85.0% | +101.6% |
| 3Y | +644.6% | +175.4% | +469.2% | +426.2% |
| 5Y | +1,024.4% | +157.7% | +866.7% | +680.8% |
| All | +2,826.7% | +283.3% | +2,543.4% | +1,510.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling