+605.8%
VRT vs SN
+659.6%
-53.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.8% | +2.6% |
| 7D | -21.4% | +7.2% | -28.5% | -23.2% |
| 30D | -25.8% | +20.4% | -46.2% | -30.3% |
| 3M | -33.5% | +23.9% | -57.4% | -38.3% |
| 6M | -49.0% | +93.0% | -142.1% | -59.5% |
| YTD | +12.9% | +99.2% | -86.3% | -11.3% |
| 1Y | 0.0% | +142.6% | -142.6% | -26.0% |
| 3Y | +361.8% | +398.8% | -37.0% | +262.0% |
| All | +605.8% | +659.6% | -53.8% | +474.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling