+905.2%
VRT vs SE
-68.6%
+973.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.6% |
| 7D | +9.1% | -6.1% | +15.2% | +11.3% |
| 30D | +0.9% | -2.5% | +3.4% | +1.2% |
| 3M | -13.4% | +21.7% | -35.1% | -19.8% |
| 6M | +11.7% | +27.0% | -15.3% | +0.7% |
| YTD | +73.2% | -12.1% | +85.4% | +75.5% |
| 1Y | +123.4% | -40.9% | +164.3% | +157.6% |
| 3Y | +606.2% | +191.0% | +415.2% | +394.1% |
| All | +905.2% | -68.6% | +973.9% | +1,053.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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