+123.4%
VRT vs RRX
+14.9%
+108.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +9.1% | +3.4% | +5.7% | +7.0% |
| 30D | +0.9% | -11.1% | +12.1% | +8.0% |
| 3M | -13.4% | -23.7% | +10.3% | +0.7% |
| 6M | +11.7% | -22.0% | +33.7% | +26.2% |
| YTD | +73.2% | +16.5% | +56.8% | +62.7% |
| 1Y | +123.4% | +11.5% | +111.9% | +116.0% |
| All | +123.4% | +14.9% | +108.5% | +116.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling