+2,545.5%
VRT vs VO
+130.1%
+2,415.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -8.5% |
| 7D | +2.4% | -0.6% | +3.0% | +3.3% |
| 30D | -2.7% | -1.9% | -0.7% | +0.2% |
| 3M | -9.2% | +3.3% | -12.4% | -12.3% |
| 6M | -0.5% | +9.7% | -10.2% | -10.5% |
| YTD | +62.3% | +12.6% | +49.7% | +41.7% |
| 1Y | +109.6% | +13.6% | +95.9% | +81.6% |
| 3Y | +573.1% | +56.8% | +516.3% | +318.8% |
| 5Y | +953.6% | +42.3% | +911.4% | +660.1% |
| All | +2,545.5% | +130.1% | +2,415.4% | +1,147.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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