+37.4%
GOOG vs VRT
+96.1%
-58.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -1.2% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | -7.7% | -2.7% | -5.0% | -7.6% |
| 3M | -9.3% | -9.2% | -0.1% | -9.5% |
| 6M | +7.4% | -0.5% | +8.0% | +5.3% |
| YTD | +4.9% | +62.3% | -57.5% | -4.2% |
| All | +37.4% | +96.1% | -58.6% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling