+619.5%
VRT vs W
+39.1%
+580.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.8% | +3.8% |
| 7D | +9.1% | -4.2% | +13.3% | +10.2% |
| 30D | +0.9% | -7.6% | +8.5% | +2.6% |
| 3M | -13.4% | +37.2% | -50.5% | -21.7% |
| 6M | +11.7% | +26.3% | -14.6% | +1.9% |
| YTD | +73.2% | -1.0% | +74.2% | +67.1% |
| 1Y | +123.4% | +20.1% | +103.3% | +99.8% |
| All | +619.5% | +39.1% | +580.5% | +439.8% |
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