+1,934.0%
VRT vs RSG
+293.7%
+1,640.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | +2.5% | +8.0% | +9.4% |
| 30D | -9.3% | +12.7% | -22.0% | -14.5% |
| 3M | -29.6% | +17.9% | -47.5% | -35.2% |
| 6M | -45.4% | +25.0% | -70.3% | -52.1% |
| YTD | +24.8% | +20.8% | +4.0% | +10.6% |
| 1Y | +23.6% | +24.3% | -0.7% | +7.4% |
| 3Y | +379.7% | +65.3% | +314.4% | +235.1% |
| 5Y | +660.3% | +99.1% | +561.3% | +368.1% |
| All | +1,934.0% | +293.7% | +1,640.3% | +861.3% |
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 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