+185.3%
VRT vs RBRK
+124.5%
+60.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +4.3% |
| 7D | -8.4% | -7.5% | -0.9% | -6.4% |
| 30D | -10.9% | -10.4% | -0.4% | -8.6% |
| 3M | -13.7% | +21.3% | -35.0% | -19.4% |
| 6M | -4.1% | +50.6% | -54.8% | -17.7% |
| YTD | +58.7% | +13.3% | +45.4% | +48.7% |
| 1Y | +89.6% | +11.2% | +78.4% | +77.3% |
| All | +185.3% | +124.5% | +60.8% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 3y: compounded portfolio wealth divided by compounded RBRK 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…
3y analysis · Full analysis span regression · 6 months rolling