+6.8%
VRT vs SN
+143.5%
-136.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.7% | +8.6% |
| 7D | -10.6% | +7.6% | -18.2% | -12.9% |
| 30D | -17.4% | +24.1% | -41.5% | -23.9% |
| 3M | -26.4% | +23.7% | -50.1% | -32.1% |
| 6M | -41.0% | +105.5% | -146.5% | -58.1% |
| YTD | +23.8% | +105.1% | -81.3% | -12.6% |
| All | +6.8% | +143.5% | -136.7% | -28.8% |
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