+452.1%
GOOG vs VRT
+2,725.9%
-2,273.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.9% |
| 7D | -2.1% | +9.1% | -11.3% | -3.8% |
| 30D | -6.8% | +0.9% | -7.8% | -7.2% |
| 3M | -9.1% | -13.4% | +4.3% | -8.0% |
| 6M | +10.7% | +11.7% | -1.0% | +5.8% |
| YTD | +7.1% | +73.2% | -66.2% | -7.5% |
| 1Y | +44.6% | +123.4% | -78.8% | +17.7% |
| 3Y | +147.4% | +606.2% | -458.7% | +44.9% |
| 5Y | +133.8% | +899.9% | -766.1% | +14.9% |
| All | +452.1% | +2,725.9% | -2,273.8% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling