+139.0%
VRT vs S
+4.5%
+134.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +5.9% | +3.6% |
| 7D | +13.6% | -5.8% | +19.4% | +13.5% |
| 30D | +6.8% | -9.2% | +16.0% | +6.7% |
| 3M | -3.2% | +23.4% | -26.6% | -1.1% |
| 6M | +20.3% | +36.9% | -16.6% | +23.0% |
| YTD | +79.6% | +29.5% | +50.1% | +84.6% |
| 1Y | +139.0% | +5.4% | +133.6% | +154.2% |
| All | +139.0% | +4.5% | +134.5% | +154.2% |
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