+607.1%
BE vs VRT
+1,742.5%
-1,135.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +1.1% |
| 7D | -14.7% | -21.4% | +6.6% | +0.3% |
| 30D | -40.5% | -25.8% | -14.7% | -27.3% |
| 3M | -24.3% | -33.5% | +9.2% | -0.3% |
| 6M | -39.3% | -49.0% | +9.7% | -4.2% |
| YTD | +99.4% | +12.9% | +86.4% | +90.6% |
| 1Y | +26.6% | 0.0% | +26.6% | +33.5% |
| 3Y | +1,616.9% | +361.8% | +1,255.1% | +549.7% |
| 5Y | +441.4% | +565.1% | -123.8% | +40.2% |
| All | +607.1% | +1,742.5% | -1,135.4% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling