+1,076.1%
BE vs VRT
+900.3%
+175.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.4% | +3.0% | +4.9% |
| 7D | +20.0% | +9.1% | +10.9% | +14.4% |
| 30D | +7.9% | +0.9% | +7.0% | +7.6% |
| 3M | -13.2% | -13.4% | +0.2% | -5.0% |
| 6M | +53.5% | +11.7% | +41.8% | +49.0% |
| YTD | +191.0% | +73.2% | +117.8% | +124.6% |
| 1Y | +360.5% | +123.4% | +237.1% | +229.5% |
| 3Y | +1,568.0% | +606.2% | +961.8% | +611.7% |
| All | +1,076.1% | +900.3% | +175.9% | +277.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling