+905.2%
VRT vs STM
+20.8%
+884.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.3% |
| 7D | +9.1% | +5.8% | +3.3% | +5.8% |
| 30D | +0.9% | -1.0% | +1.9% | +1.4% |
| 3M | -13.4% | -33.3% | +19.9% | +6.6% |
| 6M | +11.7% | +57.4% | -45.7% | -17.5% |
| YTD | +73.2% | +102.2% | -29.0% | +11.0% |
| 1Y | +123.4% | +99.6% | +23.8% | +41.5% |
| 3Y | +606.2% | +14.5% | +591.6% | +484.7% |
| All | +905.2% | +20.8% | +884.5% | +619.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling