+813.2%
VRT vs S
-56.9%
+870.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.5% | -6.2% |
| 7D | -7.7% | +0.1% | -7.8% | -7.8% |
| 30D | -12.0% | -11.8% | -0.2% | -9.1% |
| 3M | -11.7% | +33.9% | -45.6% | -20.5% |
| 6M | -8.1% | +40.1% | -48.2% | -20.2% |
| YTD | +53.2% | +32.1% | +21.2% | +34.6% |
| 1Y | +81.7% | +11.0% | +70.6% | +67.6% |
| 3Y | +535.3% | +16.9% | +518.3% | +464.8% |
| 5Y | +916.4% | -68.9% | +985.3% | +1,012.5% |
| All | +813.2% | -56.9% | +870.2% | +897.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling