+2,723.0%
VRT vs RF
+126.2%
+2,596.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +9.1% | +1.3% | +7.8% | +8.5% |
| 30D | +0.9% | -3.6% | +4.5% | +2.6% |
| 3M | -13.4% | +8.1% | -21.5% | -16.7% |
| 6M | +11.7% | +11.5% | +0.2% | +5.7% |
| YTD | +73.2% | +15.6% | +57.7% | +60.9% |
| 1Y | +123.4% | +15.7% | +107.7% | +106.4% |
| 3Y | +606.2% | +86.9% | +519.3% | +417.8% |
| 5Y | +899.9% | +89.8% | +810.1% | +635.7% |
| All | +2,723.0% | +126.2% | +2,596.8% | +1,343.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling