+361.8%
VRT vs SO
+45.4%
+316.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +2.7% |
| 7D | -21.4% | -1.5% | -19.9% | -22.2% |
| 30D | -25.8% | +8.1% | -33.9% | -21.3% |
| 3M | -33.5% | +0.2% | -33.7% | -33.3% |
| 6M | -49.0% | +0.4% | -49.4% | -48.4% |
| YTD | +12.9% | +8.5% | +4.4% | +21.6% |
| 1Y | 0.0% | +4.9% | -4.9% | +5.2% |
| 3Y | +361.8% | +47.9% | +313.9% | +518.1% |
| All | +361.8% | +45.4% | +316.4% | +518.1% |
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