+905.2%
VRT vs RL
+238.1%
+667.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.3% | +3.1% |
| 7D | +9.1% | -0.8% | +9.9% | +9.7% |
| 30D | +0.9% | -7.8% | +8.7% | +5.8% |
| 3M | -13.4% | -4.0% | -9.4% | -12.2% |
| 6M | +11.7% | -1.9% | +13.6% | +10.6% |
| YTD | +73.2% | -0.2% | +73.4% | +68.6% |
| 1Y | +123.4% | +10.7% | +112.7% | +101.7% |
| 3Y | +606.2% | +210.8% | +395.4% | +215.6% |
| All | +905.2% | +238.1% | +667.2% | +316.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling