+115.2%
GOOG vs VRT
+369.8%
-254.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +2.4% | -17.7% | +20.1% | +4.6% |
| 30D | -18.1% | -20.0% | +1.9% | -16.2% |
| 3M | -19.9% | -28.1% | +8.2% | -17.2% |
| 6M | -28.2% | -42.8% | +14.7% | -24.2% |
| YTD | -9.0% | +20.0% | -29.0% | -15.5% |
| 1Y | -1.7% | +3.5% | -5.2% | -6.7% |
| All | +115.2% | +369.8% | -254.6% | +63.3% |
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 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