+977.6%
VRT vs RSG
+89.9%
+887.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -8.4% | 0.0% | -8.4% | -8.4% |
| 30D | -10.9% | +4.0% | -14.8% | -12.1% |
| 3M | -13.7% | +7.4% | -21.1% | -16.9% |
| 6M | -4.1% | +0.1% | -4.2% | -5.0% |
| YTD | +58.7% | +6.0% | +52.7% | +51.9% |
| 1Y | +89.6% | -3.0% | +92.6% | +90.7% |
| 3Y | +558.1% | +56.5% | +501.6% | +341.4% |
| All | +977.6% | +89.9% | +887.7% | +520.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling