+567.3%
VRT vs S
-67.4%
+634.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.0% |
| 7D | -21.4% | -13.4% | -7.9% | -17.6% |
| 30D | -25.8% | -14.0% | -11.8% | -22.3% |
| 3M | -33.5% | +4.9% | -38.4% | -35.7% |
| 6M | -49.0% | +42.0% | -91.0% | -56.1% |
| YTD | +12.9% | +45.1% | -32.2% | -5.6% |
| 1Y | 0.0% | +33.1% | -33.0% | -14.4% |
| 3Y | +361.8% | +40.6% | +321.2% | +277.4% |
| All | +567.3% | -67.4% | +634.7% | +659.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling