+361.0%
VRT vs RL
+262.6%
+98.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.3% |
| 7D | -17.7% | +1.3% | -19.0% | -18.2% |
| 30D | -20.0% | +7.6% | -27.6% | -23.5% |
| 3M | -28.1% | -1.5% | -26.6% | -27.7% |
| 6M | -42.8% | +12.1% | -54.9% | -47.8% |
| YTD | +20.0% | +13.9% | +6.0% | +7.9% |
| 1Y | +3.5% | +20.7% | -17.2% | -10.7% |
| All | +361.0% | +262.6% | +98.4% | +144.7% |
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