+1,855.0%
VRT vs Z
-48.5%
+1,903.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -1.8% |
| 7D | -17.7% | -6.5% | -11.2% | -16.5% |
| 30D | -20.0% | -0.1% | -19.9% | -21.0% |
| 3M | -28.1% | -14.1% | -13.9% | -26.9% |
| 6M | -42.8% | -30.1% | -12.8% | -39.4% |
| YTD | +20.0% | -57.5% | +77.5% | +42.2% |
| 1Y | +3.5% | -60.3% | +63.8% | +24.8% |
| 3Y | +366.1% | -21.0% | +387.1% | +343.6% |
| 5Y | +632.2% | -54.9% | +687.1% | +671.6% |
| All | +1,855.0% | -48.5% | +1,903.4% | +1,578.2% |
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