+673.7%
VRT vs SN
+681.9%
-8.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.7% | +8.7% |
| 7D | -10.6% | +7.6% | -18.2% | -12.7% |
| 30D | -17.4% | +24.1% | -41.5% | -23.0% |
| 3M | -26.4% | +23.7% | -50.1% | -31.5% |
| 6M | -41.0% | +105.5% | -146.5% | -54.1% |
| YTD | +23.8% | +105.1% | -81.3% | -3.5% |
| 1Y | +11.6% | +148.3% | -136.7% | -18.0% |
| 3Y | +403.5% | +438.7% | -35.2% | +295.6% |
| All | +673.7% | +681.9% | -8.2% | +524.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling