+755.0%
BE vs VRT
+1,980.8%
-1,225.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +6.3% | +6.6% | +8.7% |
| 7D | +4.5% | +0.5% | +4.1% | +5.3% |
| 30D | -20.1% | -13.7% | -6.4% | -11.4% |
| 3M | -0.8% | -26.7% | +25.9% | +23.1% |
| 6M | -26.2% | -43.8% | +17.6% | +9.4% |
| YTD | +141.1% | +27.6% | +113.5% | +113.6% |
| 1Y | +64.8% | +15.5% | +49.4% | +58.7% |
| 3Y | +1,887.4% | +395.6% | +1,491.8% | +621.4% |
| 5Y | +518.1% | +677.3% | -159.2% | +43.1% |
| All | +755.0% | +1,980.8% | -1,225.8% | -26.3% |
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