+573.2%
VRT vs S
-52.7%
+625.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.0% |
| 7D | -21.4% | -13.4% | -7.9% | -17.9% |
| 30D | -25.8% | -14.0% | -11.8% | -22.5% |
| 3M | -33.5% | +4.9% | -38.4% | -35.5% |
| 6M | -49.0% | +42.0% | -91.0% | -55.7% |
| YTD | +12.9% | +45.1% | -32.2% | -4.5% |
| 1Y | 0.0% | +33.1% | -33.0% | -13.5% |
| 3Y | +361.8% | +40.6% | +321.2% | +284.6% |
| 5Y | +565.1% | -67.5% | +632.6% | +607.5% |
| All | +573.2% | -52.7% | +625.9% | +608.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling