+2,826.7%
VRT vs Z
-42.4%
+2,869.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.4% | +10.1% | +5.3% |
| 7D | +13.6% | -3.3% | +16.9% | +14.4% |
| 30D | +6.8% | -3.7% | +10.5% | +7.1% |
| 3M | -3.2% | -7.0% | +3.8% | -3.2% |
| 6M | +20.3% | -29.5% | +49.9% | +28.7% |
| YTD | +79.6% | -52.6% | +132.2% | +110.3% |
| 1Y | +139.0% | -64.0% | +203.0% | +199.6% |
| 3Y | +644.6% | -36.4% | +681.0% | +666.7% |
| 5Y | +1,024.4% | -65.8% | +1,090.1% | +1,143.0% |
| All | +2,826.7% | -42.4% | +2,869.1% | +2,380.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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