+535.3%
VRT vs WULF
+796.7%
-261.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.8% | +0.2% | -4.5% |
| 7D | -7.7% | -0.6% | -7.1% | -7.5% |
| 30D | -12.0% | -3.6% | -8.3% | -11.3% |
| 3M | -11.7% | -30.4% | +18.7% | -5.8% |
| 6M | -8.1% | +12.5% | -20.6% | -10.4% |
| YTD | +53.2% | +40.5% | +12.8% | +42.3% |
| 1Y | +81.7% | +53.0% | +28.7% | +63.9% |
| All | +535.3% | +796.7% | -261.4% | +323.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling