+1,855.0%
VRT vs SO
+169.9%
+1,685.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -17.7% | -0.1% | -17.6% | -17.7% |
| 30D | -20.0% | +8.7% | -28.7% | -20.6% |
| 3M | -28.1% | +3.4% | -31.5% | -28.3% |
| 6M | -42.8% | +3.7% | -46.6% | -43.2% |
| YTD | +20.0% | +10.0% | +9.9% | +18.2% |
| 1Y | +3.5% | +6.6% | -3.1% | +2.4% |
| 3Y | +366.1% | +52.5% | +313.6% | +317.9% |
| 5Y | +632.2% | +76.1% | +556.1% | +530.8% |
| All | +1,855.0% | +169.9% | +1,685.1% | +1,518.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling