+2,723.0%
VRT vs ROP
+44.8%
+2,678.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.6% | +7.9% | +6.1% |
| 7D | +9.1% | -4.4% | +13.6% | +11.5% |
| 30D | +0.9% | +3.2% | -2.3% | -1.0% |
| 3M | -13.4% | +23.1% | -36.4% | -24.5% |
| 6M | +11.7% | +13.3% | -1.6% | +0.7% |
| YTD | +73.2% | -7.9% | +81.1% | +75.8% |
| 1Y | +123.4% | -22.1% | +145.5% | +152.5% |
| 3Y | +606.2% | -16.8% | +623.0% | +666.2% |
| 5Y | +899.9% | -13.5% | +913.4% | +953.7% |
| All | +2,723.0% | +44.8% | +2,678.2% | +2,270.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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