+13.8%
VRT vs RL
+34.3%
-20.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.5% | -17.4% | -14.6% |
| 7D | -15.4% | +5.8% | -21.2% | -17.4% |
| 30D | -19.0% | +12.7% | -31.7% | -23.2% |
| 3M | -23.8% | +9.3% | -33.2% | -27.2% |
| 6M | -37.9% | +16.9% | -54.8% | -42.8% |
| YTD | +27.0% | +17.5% | +9.5% | +13.3% |
| 1Y | +13.8% | +34.6% | -20.8% | -8.1% |
| All | +13.8% | +34.3% | -20.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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