+379.7%
VRT vs RSG
+66.5%
+313.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | +2.5% | +8.0% | +11.4% |
| 30D | -9.3% | +12.7% | -22.0% | -5.8% |
| 3M | -29.6% | +17.9% | -47.5% | -26.2% |
| 6M | -45.4% | +25.0% | -70.3% | -42.9% |
| YTD | +24.8% | +20.8% | +4.0% | +30.8% |
| 1Y | +23.6% | +24.3% | -0.7% | +28.3% |
| 3Y | +379.7% | +65.3% | +314.4% | +295.1% |
| All | +379.7% | +66.5% | +313.2% | +295.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling