+361.8%
VRT vs RRC
+36.3%
+325.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +4.7% |
| 7D | -21.4% | -10.8% | -10.5% | -17.4% |
| 30D | -25.8% | +22.3% | -48.1% | -32.2% |
| 3M | -33.5% | +26.6% | -60.1% | -40.6% |
| 6M | -49.0% | +18.9% | -68.0% | -53.5% |
| YTD | +12.9% | +39.2% | -26.2% | -8.6% |
| 1Y | 0.0% | +34.0% | -33.9% | -17.7% |
| 3Y | +361.8% | +42.0% | +319.8% | +315.8% |
| All | +361.8% | +36.3% | +325.5% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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