+11.7%
VRT vs Z
-23.1%
+34.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.0% |
| 7D | +9.1% | -3.0% | +12.1% | +8.5% |
| 30D | +0.9% | -4.2% | +5.1% | +0.6% |
| 3M | -13.4% | -3.7% | -9.7% | -9.0% |
| 6M | +11.7% | -24.5% | +36.2% | +22.5% |
| All | +11.7% | -23.1% | +34.8% | +22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling