+944.2%
VRT vs U
-31.3%
+975.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +2.3% |
| 7D | -21.4% | +36.6% | -57.9% | -27.2% |
| 30D | -25.8% | +13.3% | -39.1% | -28.5% |
| 3M | -33.5% | +26.2% | -59.7% | -37.6% |
| 6M | -49.0% | +88.7% | -137.8% | -56.8% |
| YTD | +12.9% | +16.6% | -3.6% | +3.0% |
| 1Y | 0.0% | +29.0% | -28.9% | -11.1% |
| 3Y | +361.8% | +99.5% | +262.3% | +239.7% |
| 5Y | +565.1% | -66.1% | +631.3% | +507.3% |
| All | +944.2% | -31.3% | +975.5% | +816.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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