+656.8%
BE vs VRT
+1,856.9%
-1,200.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.2% | -2.3% |
| 7D | -13.4% | -17.7% | +4.3% | -1.0% |
| 30D | -33.9% | -20.0% | -13.9% | -23.0% |
| 3M | -12.0% | -28.1% | +16.1% | +10.3% |
| 6M | -29.0% | -42.8% | +13.9% | +4.1% |
| YTD | +113.4% | +20.0% | +93.4% | +96.4% |
| 1Y | +33.2% | +3.5% | +29.7% | +37.4% |
| 3Y | +1,659.2% | +366.1% | +1,293.1% | +563.5% |
| 5Y | +461.4% | +632.2% | -170.8% | +34.8% |
| All | +656.8% | +1,856.9% | -1,200.1% | -32.2% |
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