+2,397.0%
VRT vs RRX
+114.8%
+2,282.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -4.5% |
| 7D | -7.7% | -3.7% | -4.0% | -5.4% |
| 30D | -12.0% | -9.3% | -2.7% | -6.6% |
| 3M | -11.7% | -21.8% | +10.1% | +1.7% |
| 6M | -8.1% | -22.0% | +13.9% | +5.2% |
| YTD | +53.2% | +11.9% | +41.3% | +40.6% |
| 1Y | +81.7% | +11.6% | +70.1% | +65.9% |
| 3Y | +535.3% | +2.2% | +533.1% | +482.0% |
| 5Y | +916.4% | +14.9% | +901.5% | +768.7% |
| All | +2,397.0% | +114.8% | +2,282.2% | +1,306.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling