+638.0%
VRT vs S
-48.9%
+686.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.0% | +1.6% | +7.3% |
| 7D | -10.6% | +1.6% | -12.2% | -10.8% |
| 30D | -17.4% | -10.5% | -7.0% | -14.7% |
| 3M | -26.4% | +9.9% | -36.3% | -29.5% |
| 6M | -41.0% | +41.8% | -82.8% | -48.4% |
| YTD | +23.8% | +56.8% | -33.0% | +2.5% |
| 1Y | +11.6% | +39.0% | -27.4% | -4.4% |
| 3Y | +403.5% | +53.8% | +349.7% | +308.9% |
| 5Y | +647.0% | -68.6% | +715.6% | +685.7% |
| All | +638.0% | -48.9% | +686.9% | +659.7% |
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