+2,486.9%
VRT vs WULF
+96.4%
+2,390.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.1% |
| 7D | -8.4% | +1.4% | -9.8% | -8.5% |
| 30D | -10.9% | -2.6% | -8.2% | -10.6% |
| 3M | -13.7% | -34.0% | +20.3% | -9.1% |
| 6M | -4.1% | +10.0% | -14.1% | -5.5% |
| YTD | +58.7% | +45.7% | +13.0% | +50.1% |
| 1Y | +89.6% | +57.3% | +32.3% | +76.0% |
| 3Y | +558.1% | +878.9% | -320.8% | +353.3% |
| 5Y | +953.0% | -28.3% | +981.3% | +641.1% |
| All | +2,486.9% | +96.4% | +2,390.5% | +1,629.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF 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 WULF 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