+385.9%
GOOGL vs VRT
+2,012.3%
-1,626.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | +5.7% | +18.6% | -12.9% | +2.4% |
| 30D | -15.6% | -11.7% | -3.9% | -14.5% |
| 3M | -13.0% | -27.3% | +14.3% | -9.1% |
| 6M | -22.8% | -42.9% | +20.1% | -16.8% |
| YTD | -4.4% | +29.5% | -33.9% | -14.0% |
| 1Y | +4.5% | +21.0% | -16.6% | -5.0% |
| 3Y | +127.4% | +403.1% | -275.7% | +40.6% |
| 5Y | +102.8% | +688.8% | -586.0% | +2.8% |
| All | +385.9% | +2,012.3% | -1,626.4% | +110.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling