+953.6%
VRT vs SCCO
+355.0%
+598.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -9.8% |
| 7D | +2.4% | +2.4% | 0.0% | +1.0% |
| 30D | -2.7% | +6.4% | -9.1% | -6.6% |
| 3M | -9.2% | +21.6% | -30.7% | -19.2% |
| 6M | -0.5% | +13.4% | -13.9% | -9.1% |
| YTD | +62.3% | +52.6% | +9.7% | +24.9% |
| 1Y | +109.6% | +122.4% | -12.8% | +32.0% |
| 3Y | +573.1% | +208.5% | +364.6% | +249.2% |
| 5Y | +953.6% | +353.9% | +599.7% | +332.3% |
| All | +953.6% | +355.0% | +598.7% | +332.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling