+982.5%
VRT vs SN
+490.7%
+491.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.7% |
| 7D | +9.1% | -9.3% | +18.5% | +12.4% |
| 30D | +0.9% | -4.8% | +5.7% | +2.3% |
| 3M | -13.4% | +40.4% | -53.8% | -23.2% |
| 6M | +11.7% | +50.9% | -39.3% | -3.9% |
| YTD | +73.2% | +54.9% | +18.3% | +48.0% |
| 1Y | +123.4% | +43.0% | +80.4% | +94.5% |
| 3Y | +606.2% | +391.8% | +214.3% | +545.8% |
| All | +982.5% | +490.7% | +491.8% | +857.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling