+2,723.0%
VRT vs Z
-38.5%
+2,761.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.1% | +6.5% | +4.9% |
| 7D | +9.1% | -3.0% | +12.1% | +9.9% |
| 30D | +0.9% | -4.2% | +5.1% | +1.4% |
| 3M | -13.4% | -3.7% | -9.7% | -13.9% |
| 6M | +11.7% | -24.5% | +36.2% | +17.6% |
| YTD | +73.2% | -49.3% | +122.5% | +99.8% |
| 1Y | +123.4% | -58.7% | +182.1% | +169.8% |
| 3Y | +606.2% | -34.1% | +640.3% | +622.6% |
| 5Y | +899.9% | -64.5% | +964.4% | +996.6% |
| All | +2,723.0% | -38.5% | +2,761.5% | +2,256.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling