+444.0%
GOOG vs VRT
+2,399.5%
-1,955.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +1.7% |
| 7D | -2.5% | -7.7% | +5.2% | -1.2% |
| 30D | -3.6% | -12.0% | +8.3% | -1.6% |
| 3M | -6.4% | -11.7% | +5.2% | -5.9% |
| 6M | +7.8% | -8.1% | +15.9% | +6.8% |
| YTD | +5.5% | +53.2% | -47.7% | -6.9% |
| 1Y | +38.3% | +81.7% | -43.4% | +17.1% |
| 3Y | +143.1% | +535.3% | -392.2% | +45.0% |
| 5Y | +135.0% | +916.4% | -781.4% | +14.0% |
| All | +444.0% | +2,399.5% | -1,955.5% | +130.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling