+2,486.9%
VRT vs SU
+125.0%
+2,361.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -8.4% | +2.2% | -10.6% | -9.1% |
| 30D | -10.9% | +8.4% | -19.3% | -13.4% |
| 3M | -13.7% | +12.1% | -25.8% | -17.7% |
| 6M | -4.1% | +19.7% | -23.8% | -11.3% |
| YTD | +58.7% | +58.4% | +0.3% | +33.2% |
| 1Y | +89.6% | +67.2% | +22.4% | +55.7% |
| 3Y | +558.1% | +125.0% | +433.1% | +386.8% |
| 5Y | +953.0% | +355.1% | +597.9% | +501.4% |
| All | +2,486.9% | +125.0% | +2,361.9% | +1,205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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