+916.4%
VRT vs WULF
-35.5%
+951.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.8% | +0.2% | -4.6% |
| 7D | -7.7% | -0.6% | -7.1% | -7.5% |
| 30D | -12.0% | -3.6% | -8.3% | -11.4% |
| 3M | -11.7% | -30.4% | +18.7% | -6.5% |
| 6M | -8.1% | +12.5% | -20.6% | -10.2% |
| YTD | +53.2% | +40.5% | +12.8% | +43.3% |
| 1Y | +81.7% | +53.0% | +28.7% | +65.4% |
| 3Y | +535.3% | +796.7% | -261.4% | +286.1% |
| 5Y | +916.4% | -30.9% | +947.3% | +592.7% |
| All | +916.4% | -35.5% | +951.9% | +592.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling