+3.5%
VRT vs SO
+6.1%
-2.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -17.7% | -0.1% | -17.6% | -17.9% |
| 30D | -20.0% | +8.7% | -28.7% | -16.1% |
| 3M | -28.1% | +3.4% | -31.5% | -26.8% |
| 6M | -42.8% | +3.7% | -46.6% | -42.2% |
| YTD | +20.0% | +10.0% | +9.9% | +27.5% |
| 1Y | +3.5% | +6.6% | -3.1% | +9.3% |
| All | +3.5% | +6.1% | -2.6% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling