+361.8%
VRT vs SN
+397.9%
-36.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.3% |
| 7D | -21.4% | +7.2% | -28.5% | -24.0% |
| 30D | -25.8% | +20.4% | -46.2% | -32.1% |
| 3M | -33.5% | +23.9% | -57.4% | -40.3% |
| 6M | -49.0% | +93.0% | -142.1% | -63.6% |
| YTD | +12.9% | +99.2% | -86.3% | -20.8% |
| 1Y | 0.0% | +142.6% | -142.6% | -36.3% |
| 3Y | +361.8% | +398.8% | -37.0% | +139.1% |
| All | +361.8% | +397.9% | -36.1% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling