+1,740.6%
VRT vs STM
+109.0%
+1,631.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | +1.4% |
| 7D | -21.4% | -10.7% | -10.6% | -16.4% |
| 30D | -25.8% | -25.7% | -0.1% | -14.1% |
| 3M | -33.5% | -21.6% | -12.0% | -25.0% |
| 6M | -49.0% | -27.8% | -21.2% | -41.7% |
| YTD | +12.9% | +61.8% | -48.8% | -10.6% |
| 1Y | 0.0% | +78.1% | -78.1% | -24.2% |
| 3Y | +361.8% | +4.9% | +356.9% | +315.4% |
| 5Y | +565.1% | -14.3% | +579.4% | +529.9% |
| All | +1,740.6% | +109.0% | +1,631.6% | +1,189.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling