+57.3%
LLY vs VRT
+12.3%
+45.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -12.9% | +13.5% | +0.2% |
| 7D | +10.1% | -15.4% | +25.5% | +9.6% |
| 30D | +24.0% | -19.0% | +43.0% | +23.6% |
| 3M | +27.3% | -23.8% | +51.1% | +26.7% |
| 6M | +47.0% | -37.9% | +84.8% | +46.7% |
| YTD | +32.6% | +27.0% | +5.6% | +28.5% |
| 1Y | +57.3% | +13.8% | +43.6% | +52.6% |
| All | +57.3% | +12.3% | +45.1% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling