+13.8%
VRT vs SN
+156.5%
-142.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.1% | -17.0% | -14.2% |
| 7D | -15.4% | +10.6% | -26.0% | -18.5% |
| 30D | -19.0% | +20.0% | -39.0% | -24.3% |
| 3M | -23.8% | +30.4% | -54.2% | -31.4% |
| 6M | -37.9% | +91.0% | -128.9% | -53.7% |
| YTD | +27.0% | +95.9% | -69.0% | -7.4% |
| 1Y | +13.8% | +158.9% | -145.1% | -22.7% |
| All | +13.8% | +156.5% | -142.7% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling