+13.8%
VRT vs SCCO
+43.0%
-29.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.9% | -14.8% | -14.0% |
| 7D | -15.4% | -7.9% | -7.5% | -11.6% |
| 30D | -19.0% | -13.0% | -6.0% | -12.6% |
| 3M | -23.8% | -6.9% | -17.0% | -21.7% |
| 6M | -37.9% | +11.0% | -48.8% | -43.1% |
| YTD | +27.0% | +30.3% | -3.3% | -7.3% |
| 1Y | +13.8% | +45.0% | -31.2% | -25.7% |
| All | +13.8% | +43.0% | -29.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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