+361.8%
VRT vs RL
+240.1%
+121.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +4.3% |
| 7D | -21.4% | -4.2% | -17.2% | -19.4% |
| 30D | -25.8% | +4.3% | -30.1% | -27.8% |
| 3M | -33.5% | -4.6% | -28.9% | -32.0% |
| 6M | -49.0% | +1.7% | -50.8% | -50.6% |
| YTD | +12.9% | +7.3% | +5.6% | +5.2% |
| 1Y | 0.0% | +20.8% | -20.8% | -14.2% |
| 3Y | +361.8% | +247.0% | +114.8% | +167.3% |
| All | +361.8% | +240.1% | +121.8% | +167.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling