+2,826.7%
VRT vs RRX
+124.7%
+2,702.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.4% |
| 7D | +13.6% | +4.3% | +9.3% | +10.9% |
| 30D | +6.8% | -8.0% | +14.8% | +12.1% |
| 3M | -3.2% | -22.0% | +18.8% | +11.2% |
| 6M | +20.3% | -11.9% | +32.2% | +28.4% |
| YTD | +79.6% | +17.1% | +62.5% | +60.3% |
| 1Y | +139.0% | +14.9% | +124.1% | +114.2% |
| 3Y | +644.6% | +6.9% | +637.7% | +563.4% |
| 5Y | +1,024.4% | +19.6% | +1,004.8% | +836.7% |
| All | +2,826.7% | +124.7% | +2,702.0% | +1,503.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling