+654.4%
VRT vs RF
+47.5%
+606.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -4.3% |
| 7D | +10.5% | +1.9% | +8.6% | +9.3% |
| 30D | -9.3% | +7.3% | -16.6% | -13.1% |
| 3M | -29.6% | -7.9% | -21.7% | -26.3% |
| 6M | -45.4% | +10.5% | -55.9% | -49.1% |
| YTD | +24.8% | +9.6% | +15.2% | +16.2% |
| 1Y | +23.6% | +20.3% | +3.3% | +8.5% |
| 3Y | +379.7% | +119.5% | +260.1% | +177.9% |
| All | +654.4% | +47.5% | +606.9% | +463.2% |
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