+2,723.0%
VRT vs STM
+161.2%
+2,561.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.5% |
| 7D | +9.1% | +5.8% | +3.3% | +6.3% |
| 30D | +0.9% | -1.0% | +1.9% | +1.4% |
| 3M | -13.4% | -33.3% | +19.9% | +3.0% |
| 6M | +11.7% | +57.4% | -45.7% | -11.6% |
| YTD | +73.2% | +102.2% | -29.0% | +22.6% |
| 1Y | +123.4% | +99.6% | +23.8% | +57.0% |
| 3Y | +606.2% | +14.5% | +591.6% | +502.1% |
| 5Y | +899.9% | +21.4% | +878.5% | +712.9% |
| All | +2,723.0% | +161.2% | +2,561.8% | +1,667.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling