+191.8%
VRT vs RBRK
+130.1%
+61.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.1% | -6.5% | -8.8% |
| 7D | +2.4% | +1.9% | +0.5% | +2.0% |
| 30D | -2.7% | -9.3% | +6.6% | -0.6% |
| 3M | -9.2% | +23.8% | -33.0% | -15.6% |
| 6M | -0.5% | +55.4% | -55.9% | -15.3% |
| YTD | +62.3% | +16.1% | +46.2% | +51.1% |
| 1Y | +109.6% | -9.8% | +119.4% | +108.9% |
| All | +191.8% | +130.1% | +61.7% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling