+1,616.9%
BE vs VRT
+352.9%
+1,264.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.1% | +1.0% |
| 7D | -14.7% | -21.4% | +6.6% | +1.1% |
| 30D | -40.5% | -25.8% | -14.7% | -26.7% |
| 3M | -24.3% | -33.5% | +9.2% | +0.9% |
| 6M | -39.3% | -49.0% | +9.7% | -2.5% |
| YTD | +99.4% | +12.9% | +86.4% | +94.9% |
| 1Y | +26.6% | 0.0% | +26.6% | +35.9% |
| 3Y | +1,616.9% | +361.8% | +1,255.1% | +1,016.8% |
| All | +1,616.9% | +352.9% | +1,264.0% | +1,016.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling