+15.5%
VRT vs SN
+140.1%
-124.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | +0.5% | +3.5% | -3.0% | -0.6% |
| 30D | -13.7% | +19.4% | -33.2% | -19.2% |
| 3M | -26.7% | +20.9% | -47.6% | -31.7% |
| 6M | -43.8% | +111.1% | -155.0% | -60.5% |
| YTD | +27.6% | +102.8% | -75.2% | -8.8% |
| 1Y | +15.5% | +146.2% | -130.7% | -21.8% |
| All | +15.5% | +140.1% | -124.6% | -21.8% |
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