+1,740.6%
VRT vs RRC
+241.0%
+1,499.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.9% |
| 7D | -21.4% | -10.8% | -10.5% | -20.0% |
| 30D | -25.8% | +22.3% | -48.1% | -27.9% |
| 3M | -33.5% | +26.6% | -60.1% | -35.8% |
| 6M | -49.0% | +18.9% | -68.0% | -50.5% |
| YTD | +12.9% | +39.2% | -26.2% | +6.8% |
| 1Y | 0.0% | +34.0% | -33.9% | -5.0% |
| 3Y | +361.8% | +42.0% | +319.8% | +337.9% |
| 5Y | +565.1% | +111.9% | +453.3% | +503.1% |
| All | +1,740.6% | +241.0% | +1,499.7% | +1,284.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling