+2,723.0%
VRT vs SO
+153.9%
+2,569.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.4% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | +0.9% | -4.6% | +5.5% | +1.3% |
| 3M | -13.4% | -3.0% | -10.3% | -13.4% |
| 6M | +11.7% | -8.3% | +19.9% | +12.4% |
| YTD | +73.2% | +3.5% | +69.7% | +71.7% |
| 1Y | +123.4% | -0.9% | +124.3% | +122.4% |
| 3Y | +606.2% | +45.4% | +560.8% | +534.0% |
| 5Y | +899.9% | +59.6% | +840.3% | +773.4% |
| All | +2,723.0% | +153.9% | +2,569.1% | +2,250.5% |
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