+13.8%
VRT vs RF
+25.4%
-11.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.5% | -14.4% | -13.2% |
| 7D | -15.4% | +2.3% | -17.6% | -15.9% |
| 30D | -19.0% | +7.2% | -26.2% | -20.6% |
| 3M | -23.8% | -8.2% | -15.6% | -21.8% |
| 6M | -37.9% | +7.0% | -44.9% | -39.6% |
| YTD | +27.0% | +10.3% | +16.7% | +19.1% |
| 1Y | +13.8% | +25.1% | -11.3% | +1.3% |
| All | +13.8% | +25.4% | -11.6% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 1y: compounded portfolio wealth divided by compounded RF 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…
1y analysis · Full analysis span regression · 6 months rolling