+647.0%
VRT vs RF
+46.7%
+600.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.2% | +7.4% | +8.4% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -17.4% | +7.0% | -24.5% | -20.7% |
| 3M | -26.4% | -7.0% | -19.4% | -23.3% |
| 6M | -41.0% | +6.8% | -47.8% | -44.0% |
| YTD | +23.8% | +9.9% | +13.9% | +15.1% |
| 1Y | +11.6% | +21.1% | -9.5% | -2.3% |
| 3Y | +403.5% | +119.6% | +283.9% | +191.8% |
| 5Y | +647.0% | +46.2% | +600.9% | +465.4% |
| All | +647.0% | +46.7% | +600.3% | +465.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling