+89.6%
VRT vs RRX
+15.2%
+74.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +1.4% |
| 7D | -8.4% | -0.3% | -8.0% | -8.0% |
| 30D | -10.9% | -6.1% | -4.7% | -7.3% |
| 3M | -13.7% | -23.1% | +9.4% | +0.2% |
| 6M | -4.1% | -19.5% | +15.4% | +7.6% |
| YTD | +58.7% | +16.1% | +42.7% | +48.5% |
| 1Y | +89.6% | +12.9% | +76.7% | +80.6% |
| All | +89.6% | +15.2% | +74.5% | +80.6% |
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