+2,723.0%
VRT vs RSG
+245.4%
+2,477.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +4.8% |
| 7D | +9.1% | +0.3% | +8.9% | +9.0% |
| 30D | +0.9% | +7.6% | -6.6% | -2.7% |
| 3M | -13.4% | +7.4% | -20.8% | -17.7% |
| 6M | +11.7% | -3.3% | +15.0% | +11.7% |
| YTD | +73.2% | +6.0% | +67.2% | +63.9% |
| 1Y | +123.4% | -3.7% | +127.1% | +122.6% |
| 3Y | +606.2% | +59.1% | +547.1% | +393.7% |
| 5Y | +899.9% | +89.0% | +810.9% | +525.3% |
| All | +2,723.0% | +245.4% | +2,477.6% | +1,324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling