+619.5%
VRT vs SO
+45.7%
+573.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +3.9% |
| 7D | +9.1% | -0.2% | +9.3% | +9.0% |
| 30D | +0.9% | -4.6% | +5.5% | -2.1% |
| 3M | -13.4% | -3.0% | -10.3% | -14.6% |
| 6M | +11.7% | -8.3% | +19.9% | +6.3% |
| YTD | +73.2% | +3.5% | +69.7% | +79.1% |
| 1Y | +123.4% | -0.9% | +124.3% | +125.2% |
| All | +619.5% | +45.7% | +573.8% | +750.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling