+139.0%
VRT vs Z
-63.3%
+202.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -6.4% | +10.1% | +1.7% |
| 7D | +13.6% | -3.3% | +16.9% | +12.6% |
| 30D | +6.8% | -3.7% | +10.5% | +6.1% |
| 3M | -3.2% | -7.0% | +3.8% | -2.7% |
| 6M | +20.3% | -29.5% | +49.9% | +12.4% |
| YTD | +79.6% | -52.6% | +132.2% | +50.3% |
| 1Y | +139.0% | -64.0% | +203.0% | +76.4% |
| All | +139.0% | -63.3% | +202.3% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling