0.0%
VRT vs RF
+21.0%
-21.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -27.1% |
| 3M | -33.5% | -8.9% | -24.6% | -31.6% |
| 6M | -49.0% | +2.3% | -51.4% | -49.4% |
| YTD | +12.9% | +7.6% | +5.4% | +7.4% |
| 1Y | 0.0% | +21.2% | -21.1% | -7.5% |
| All | 0.0% | +21.0% | -21.0% | -7.5% |
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