+932.5%
VRT vs S
-56.8%
+989.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +3.9% | +4.2% |
| 7D | +9.1% | -7.7% | +16.8% | +11.6% |
| 30D | +0.9% | -5.3% | +6.3% | +2.0% |
| 3M | -13.4% | +20.3% | -33.6% | -19.3% |
| 6M | +11.7% | +47.4% | -35.7% | -4.6% |
| YTD | +73.2% | +32.5% | +40.7% | +52.1% |
| 1Y | +123.4% | +9.5% | +113.9% | +107.1% |
| 3Y | +606.2% | +15.5% | +590.7% | +530.1% |
| 5Y | +899.9% | -71.2% | +971.1% | +1,002.6% |
| All | +932.5% | -56.8% | +989.3% | +1,027.7% |
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