+1,934.0%
VRT vs SO
+169.7%
+1,764.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.2% | -4.8% | -3.7% |
| 7D | +10.5% | +1.4% | +9.2% | +10.4% |
| 30D | -9.3% | +4.7% | -14.0% | -9.7% |
| 3M | -29.6% | +1.7% | -31.3% | -29.7% |
| 6M | -45.4% | +2.2% | -47.5% | -45.6% |
| YTD | +24.8% | +10.0% | +14.8% | +23.0% |
| 1Y | +23.6% | +6.0% | +17.6% | +22.4% |
| 3Y | +379.7% | +54.1% | +325.6% | +328.7% |
| 5Y | +660.3% | +79.6% | +580.7% | +551.9% |
| All | +1,934.0% | +169.7% | +1,764.3% | +1,583.8% |
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