+379.7%
VRT vs Z
-18.1%
+397.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -3.9% |
| 7D | +10.5% | +0.8% | +9.7% | +10.4% |
| 30D | -9.3% | +5.2% | -14.5% | -10.2% |
| 3M | -29.6% | -17.0% | -12.6% | -28.5% |
| 6M | -45.4% | -22.7% | -22.7% | -43.9% |
| YTD | +24.8% | -56.3% | +81.1% | +42.5% |
| 1Y | +23.6% | -57.7% | +81.3% | +41.9% |
| 3Y | +379.7% | -16.5% | +396.2% | +379.8% |
| All | +379.7% | -18.1% | +397.8% | +379.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling