+361.8%
VRT vs W
+123.5%
+238.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.8% |
| 7D | -21.4% | -3.6% | -17.8% | -20.9% |
| 30D | -25.8% | +7.0% | -32.8% | -27.1% |
| 3M | -33.5% | +7.4% | -40.9% | -35.0% |
| 6M | -49.0% | +69.3% | -118.3% | -56.4% |
| YTD | +12.9% | +11.3% | +1.7% | +5.9% |
| 1Y | 0.0% | +13.2% | -13.2% | -7.2% |
| 3Y | +361.8% | +142.0% | +219.8% | +211.2% |
| All | +361.8% | +123.5% | +238.3% | +211.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling