+1,917.9%
VRT vs RF
+115.1%
+1,802.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +8.6% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -17.4% | +7.0% | -24.5% | -20.0% |
| 3M | -26.4% | -7.0% | -19.4% | -24.0% |
| 6M | -41.0% | +6.8% | -47.8% | -43.2% |
| YTD | +23.8% | +9.9% | +13.9% | +17.4% |
| 1Y | +11.6% | +21.1% | -9.5% | +1.2% |
| 3Y | +403.5% | +119.6% | +283.9% | +245.5% |
| 5Y | +647.0% | +46.2% | +600.9% | +507.0% |
| All | +1,917.9% | +115.1% | +1,802.7% | +953.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling