+2,486.9%
VRT vs SCCO
+522.5%
+1,964.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | -8.4% | -2.7% | -5.7% | -7.2% |
| 30D | -10.9% | -0.7% | -10.1% | -11.1% |
| 3M | -13.7% | +8.1% | -21.8% | -17.5% |
| 6M | -4.1% | +4.1% | -8.2% | -7.5% |
| YTD | +58.7% | +41.1% | +17.6% | +32.0% |
| 1Y | +89.6% | +95.6% | -5.9% | +36.0% |
| 3Y | +558.1% | +179.3% | +378.9% | +297.9% |
| 5Y | +953.0% | +308.3% | +644.7% | +427.6% |
| All | +2,486.9% | +522.5% | +1,964.4% | +788.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling