+21.0%
VRT vs RF
+18.0%
+3.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +18.6% | +0.4% | +18.3% | +18.5% |
| 30D | -11.7% | +5.6% | -17.2% | -13.0% |
| 3M | -27.3% | -8.9% | -18.4% | -25.1% |
| 6M | -42.9% | +7.1% | -50.0% | -44.7% |
| YTD | +29.5% | +8.3% | +21.2% | +22.3% |
| 1Y | +21.0% | +16.8% | +4.2% | +11.9% |
| All | +21.0% | +18.0% | +3.0% | +11.9% |
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 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