+450.6%
GOOGL vs VRT
+2,725.9%
-2,275.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.9% |
| 7D | -2.3% | +9.1% | -11.4% | -3.9% |
| 30D | -6.6% | +0.9% | -7.5% | -7.0% |
| 3M | -8.9% | -13.4% | +4.4% | -7.9% |
| 6M | +11.9% | +11.7% | +0.2% | +6.9% |
| YTD | +8.3% | +73.2% | -64.9% | -6.4% |
| 1Y | +46.2% | +123.4% | -77.2% | +18.9% |
| 3Y | +151.9% | +606.2% | -454.3% | +47.5% |
| 5Y | +137.7% | +899.9% | -762.2% | +17.0% |
| All | +450.6% | +2,725.9% | -2,275.3% | +128.7% |
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 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