+6.8%
VRT vs S
+38.4%
-31.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.0% | +1.6% | +9.5% |
| 7D | -10.6% | +1.6% | -12.2% | -10.7% |
| 30D | -17.4% | -10.5% | -7.0% | -18.3% |
| 3M | -26.4% | +9.9% | -36.3% | -25.1% |
| 6M | -41.0% | +41.8% | -82.8% | -38.0% |
| YTD | +23.8% | +56.8% | -33.0% | +31.3% |
| All | +6.8% | +38.4% | -31.5% | +13.5% |
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