+619.5%
VRT vs STM
+16.2%
+603.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.4% |
| 7D | +9.1% | +5.8% | +3.3% | +6.2% |
| 30D | +0.9% | -1.0% | +1.9% | +1.4% |
| 3M | -13.4% | -33.3% | +19.9% | +3.9% |
| 6M | +11.7% | +57.4% | -45.7% | -13.1% |
| YTD | +73.2% | +102.2% | -29.0% | +20.4% |
| 1Y | +123.4% | +99.6% | +23.8% | +53.7% |
| All | +619.5% | +16.2% | +603.3% | +532.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling