+1,917.9%
VRT vs W
+0.5%
+1,917.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.6% | +5.0% | +8.6% |
| 7D | -10.6% | +3.3% | -13.9% | -11.5% |
| 30D | -17.4% | +10.5% | -28.0% | -19.5% |
| 3M | -26.4% | +9.6% | -36.0% | -28.4% |
| 6M | -41.0% | +76.4% | -117.4% | -49.8% |
| YTD | +23.8% | +16.4% | +7.4% | +14.4% |
| 1Y | +11.6% | +9.3% | +2.3% | +4.2% |
| 3Y | +403.5% | +172.8% | +230.7% | +247.2% |
| 5Y | +647.0% | -53.4% | +700.4% | +526.2% |
| All | +1,917.9% | +0.5% | +1,917.3% | +986.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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