+2,826.7%
VRT vs WULF
+109.5%
+2,717.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.2% | -4.5% | +2.6% |
| 7D | +13.6% | +21.9% | -8.3% | +10.6% |
| 30D | +6.8% | +4.6% | +2.2% | +6.0% |
| 3M | -3.2% | -30.9% | +27.7% | +1.2% |
| 6M | +20.3% | +29.9% | -9.6% | +16.0% |
| YTD | +79.6% | +55.4% | +24.2% | +68.2% |
| 1Y | +139.0% | +94.1% | +44.9% | +116.0% |
| 3Y | +644.6% | +892.2% | -247.6% | +410.4% |
| 5Y | +1,024.4% | -26.7% | +1,051.1% | +684.7% |
| All | +2,826.7% | +109.5% | +2,717.2% | +1,837.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling