+6.8%
VRT vs RF
+20.4%
-13.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +9.0% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -17.4% | +7.0% | -24.5% | -19.0% |
| 3M | -26.4% | -7.0% | -19.4% | -24.7% |
| 6M | -41.0% | +6.8% | -47.8% | -42.6% |
| YTD | +23.8% | +9.9% | +13.9% | +16.6% |
| All | +6.8% | +20.4% | -13.6% | -2.0% |
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