+691.3%
BE vs VRT
+1,919.9%
-1,228.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +9.6% | +2.3% | +5.5% |
| 7D | -1.2% | -10.6% | +9.4% | +6.9% |
| 30D | -30.9% | -17.4% | -13.5% | -21.2% |
| 3M | -11.6% | -26.4% | +14.8% | +9.0% |
| 6M | -25.7% | -41.0% | +15.3% | +6.5% |
| YTD | +123.1% | +23.8% | +99.3% | +101.0% |
| 1Y | +43.4% | +11.6% | +31.8% | +41.0% |
| 3Y | +1,683.6% | +403.5% | +1,280.1% | +538.5% |
| 5Y | +465.4% | +647.0% | -181.6% | +34.5% |
| All | +691.3% | +1,919.9% | -1,228.5% | -30.7% |
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 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