+1,969.0%
VRT vs VT
+150.0%
+1,819.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.7% | -14.6% | -15.5% |
| 7D | -15.4% | -0.3% | -15.1% | -15.3% |
| 30D | -19.0% | -1.4% | -17.5% | -17.1% |
| 3M | -23.8% | -1.4% | -22.4% | -21.9% |
| 6M | -37.9% | +5.5% | -43.3% | -41.5% |
| YTD | +27.0% | +12.8% | +14.1% | +9.5% |
| 1Y | +13.8% | +15.4% | -1.6% | -4.4% |
| 3Y | +410.3% | +76.9% | +333.4% | +160.0% |
| 5Y | +666.5% | +60.4% | +606.1% | +350.2% |
| All | +1,969.0% | +150.0% | +1,819.0% | +691.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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