+1,934.0%
VRT vs SCCO
+433.2%
+1,500.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.2% | -2.4% |
| 7D | +10.5% | -1.9% | +12.4% | +11.7% |
| 30D | -9.3% | -17.4% | +8.1% | -0.3% |
| 3M | -29.6% | -11.7% | -17.9% | -25.5% |
| 6M | -45.4% | -12.1% | -33.2% | -42.4% |
| YTD | +24.8% | +20.9% | +3.9% | +12.1% |
| 1Y | +23.6% | +31.3% | -7.7% | +7.0% |
| 3Y | +379.7% | +170.3% | +209.4% | +197.6% |
| 5Y | +660.3% | +240.8% | +419.5% | +317.5% |
| All | +1,934.0% | +433.2% | +1,500.8% | +654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling