+2,486.9%
VRT vs RSG
+245.5%
+2,241.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.3% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | -10.9% | +4.0% | -14.8% | -12.6% |
| 3M | -13.7% | +7.4% | -21.1% | -17.8% |
| 6M | -4.1% | +0.1% | -4.2% | -5.9% |
| YTD | +58.7% | +6.0% | +52.7% | +50.2% |
| 1Y | +89.6% | -3.0% | +92.6% | +88.1% |
| 3Y | +558.1% | +56.5% | +501.6% | +365.3% |
| 5Y | +953.0% | +90.9% | +862.0% | +554.9% |
| All | +2,486.9% | +245.5% | +2,241.4% | +1,205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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