+379.7%
VRT vs S
+41.6%
+338.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | +10.5% | +2.0% | +8.5% | +9.9% |
| 30D | -9.3% | -2.7% | -6.6% | -8.5% |
| 3M | -29.6% | -6.9% | -22.7% | -28.8% |
| 6M | -45.4% | +38.1% | -83.4% | -51.8% |
| YTD | +24.8% | +48.0% | -23.2% | +4.7% |
| 1Y | +23.6% | +34.5% | -10.8% | +7.1% |
| 3Y | +379.7% | +38.3% | +341.4% | +382.2% |
| All | +379.7% | +41.6% | +338.1% | +382.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling