+96.0%
GOOG vs VRT
+628.6%
-532.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | +2.4% | -17.7% | +20.1% | +5.2% |
| 30D | -18.1% | -20.0% | +1.9% | -15.7% |
| 3M | -19.9% | -28.1% | +8.2% | -16.5% |
| 6M | -28.2% | -42.8% | +14.7% | -23.2% |
| YTD | -9.0% | +20.0% | -29.0% | -16.5% |
| 1Y | -1.7% | +3.5% | -5.2% | -7.4% |
| 3Y | +114.5% | +366.1% | -251.6% | +38.6% |
| All | +96.0% | +628.6% | -532.6% | +5.7% |
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