+45.8%
AMZN vs VRT
+994.5%
-948.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.4% |
| 7D | +0.8% | +13.6% | -12.8% | -2.2% |
| 30D | -6.4% | +6.8% | -13.1% | -8.1% |
| 3M | +4.8% | -3.2% | +8.0% | +3.4% |
| 6M | +20.5% | +20.3% | +0.2% | +11.5% |
| YTD | +11.3% | +79.6% | -68.3% | -8.5% |
| 1Y | +9.0% | +139.0% | -130.0% | -18.1% |
| 3Y | +85.9% | +644.6% | -558.7% | -9.4% |
| 5Y | +45.8% | +1,024.4% | -978.6% | -46.7% |
| All | +45.8% | +994.5% | -948.7% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 5y: compounded portfolio wealth divided by compounded VRT 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…
5y analysis · Full analysis span regression · 6 months rolling