+567.3%
VRT vs STM
-15.6%
+582.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.4% | -1.0% | +0.9% |
| 7D | -21.4% | -10.7% | -10.6% | -15.4% |
| 30D | -25.8% | -25.7% | -0.1% | -11.6% |
| 3M | -33.5% | -21.6% | -12.0% | -23.3% |
| 6M | -49.0% | -27.8% | -21.2% | -40.6% |
| YTD | +12.9% | +61.8% | -48.8% | -17.5% |
| 1Y | 0.0% | +78.1% | -78.1% | -30.9% |
| 3Y | +361.8% | +4.9% | +356.9% | +298.0% |
| All | +567.3% | -15.6% | +582.9% | +479.7% |
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