+2,018.2%
VRTS vs VT
+613.1%
+1,405.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.4% | +0.4% | -5.8% | -5.9% |
| 30D | -1.5% | +1.0% | -2.4% | -2.8% |
| 3M | +8.7% | +2.4% | +6.3% | +4.7% |
| 6M | +17.0% | +12.0% | +5.0% | -0.1% |
| YTD | +2.3% | +15.3% | -13.0% | -16.3% |
| 1Y | -13.9% | +22.6% | -36.5% | -35.3% |
| 3Y | -12.6% | +74.7% | -87.3% | -59.0% |
| 5Y | -38.3% | +66.1% | -104.4% | -67.9% |
| 10Y | +135.9% | +225.0% | -89.1% | -44.8% |
| All | +2,018.2% | +613.1% | +1,405.1% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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