+50.9%
VRT vs Q
+75.3%
-24.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.3% | +2.0% |
| 7D | +13.6% | +6.7% | +6.9% | +8.5% |
| 30D | +6.8% | -10.6% | +17.4% | +15.6% |
| 3M | -3.2% | -14.6% | +11.4% | +9.6% |
| 6M | +20.3% | +12.1% | +8.3% | +12.2% |
| YTD | +79.6% | +51.3% | +28.3% | +40.8% |
| All | +50.9% | +75.3% | -24.4% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling