+1,678.9%
VRT vs RF
+111.3%
+1,567.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.1% | -11.9% | -13.1% |
| 7D | -28.1% | -1.6% | -26.5% | -27.6% |
| 30D | -30.2% | +5.0% | -35.2% | -31.8% |
| 3M | -36.4% | -10.0% | -26.4% | -33.5% |
| 6M | -48.2% | +3.3% | -51.5% | -49.4% |
| YTD | +9.2% | +7.9% | +1.2% | +4.3% |
| 1Y | -7.2% | +21.2% | -28.5% | -16.0% |
| 3Y | +338.7% | +105.8% | +232.9% | +209.6% |
| 5Y | +542.8% | +43.7% | +499.1% | +426.0% |
| All | +1,678.9% | +111.3% | +1,567.6% | +835.9% |
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