+13.8%
VRT vs S
+36.5%
-22.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.6% | -14.5% | -12.8% |
| 7D | -15.4% | -8.2% | -7.2% | -15.7% |
| 30D | -19.0% | -7.6% | -11.3% | -19.4% |
| 3M | -23.8% | +12.0% | -35.8% | -22.3% |
| 6M | -37.9% | +50.6% | -88.4% | -34.4% |
| YTD | +27.0% | +56.6% | -29.6% | +34.7% |
| 1Y | +13.8% | +39.2% | -25.4% | +21.1% |
| All | +13.8% | +36.5% | -22.7% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling