+1,740.6%
VRT vs RF
+110.5%
+1,630.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | -21.4% | -0.9% | -20.4% | -21.1% |
| 30D | -25.8% | +6.0% | -31.8% | -27.9% |
| 3M | -33.5% | -8.9% | -24.6% | -30.8% |
| 6M | -49.0% | +2.3% | -51.4% | -50.0% |
| YTD | +12.9% | +7.6% | +5.4% | +8.1% |
| 1Y | 0.0% | +21.2% | -21.1% | -9.4% |
| 3Y | +361.8% | +108.5% | +253.3% | +224.0% |
| 5Y | +565.1% | +43.2% | +521.9% | +445.1% |
| All | +1,740.6% | +110.5% | +1,630.1% | +869.9% |
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