+2,723.0%
VRT vs WY
-6.9%
+2,729.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +4.0% |
| 7D | +9.1% | -1.7% | +10.8% | +9.9% |
| 30D | +0.9% | -10.1% | +11.0% | +5.5% |
| 3M | -13.4% | -5.1% | -8.2% | -12.2% |
| 6M | +11.7% | -4.8% | +16.5% | +12.9% |
| YTD | +73.2% | -0.2% | +73.5% | +70.6% |
| 1Y | +123.4% | -6.6% | +130.0% | +125.2% |
| 3Y | +606.2% | -22.7% | +628.9% | +649.2% |
| 5Y | +899.9% | -22.2% | +922.1% | +983.1% |
| All | +2,723.0% | -6.9% | +2,729.9% | +2,278.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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