+1,740.6%
VRT vs SO
+166.1%
+1,574.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.5% | +3.5% |
| 7D | -21.4% | -1.5% | -19.9% | -21.3% |
| 30D | -25.8% | +8.1% | -33.9% | -26.4% |
| 3M | -33.5% | +0.2% | -33.7% | -33.6% |
| 6M | -49.0% | +0.4% | -49.4% | -49.2% |
| YTD | +12.9% | +8.5% | +4.4% | +11.4% |
| 1Y | 0.0% | +4.9% | -4.9% | -0.9% |
| 3Y | +361.8% | +47.9% | +313.9% | +316.3% |
| 5Y | +565.1% | +75.7% | +489.5% | +471.9% |
| All | +1,740.6% | +166.1% | +1,574.5% | +1,425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling