+2,723.0%
VRT vs SCCO
+539.5%
+2,183.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.5% |
| 7D | +9.1% | -5.3% | +14.4% | +11.8% |
| 30D | +0.9% | +2.7% | -1.7% | -1.0% |
| 3M | -13.4% | +4.2% | -17.6% | -15.9% |
| 6M | +11.7% | -0.6% | +12.3% | +10.1% |
| YTD | +73.2% | +45.0% | +28.3% | +42.2% |
| 1Y | +123.4% | +109.3% | +14.1% | +55.2% |
| 3Y | +606.2% | +180.8% | +425.4% | +325.0% |
| 5Y | +899.9% | +314.3% | +585.6% | +397.1% |
| All | +2,723.0% | +539.5% | +2,183.6% | +857.7% |
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 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