+1,740.6%
VRT vs Z
-47.4%
+1,788.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.0% |
| 7D | -21.4% | -4.6% | -16.8% | -20.8% |
| 30D | -25.8% | +8.3% | -34.1% | -28.2% |
| 3M | -33.5% | -11.6% | -21.9% | -32.9% |
| 6M | -49.0% | -33.6% | -15.4% | -45.2% |
| YTD | +12.9% | -56.7% | +69.6% | +33.2% |
| 1Y | 0.0% | -59.1% | +59.1% | +19.6% |
| 3Y | +361.8% | -20.4% | +382.2% | +338.5% |
| 5Y | +565.1% | -55.3% | +620.4% | +601.0% |
| All | +1,740.6% | -47.4% | +1,788.1% | +1,471.9% |
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