+1,521.7%
LLY vs VRT
+1,936.0%
-414.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.5% |
| 7D | +6.7% | +10.5% | -3.8% | +6.0% |
| 30D | +19.6% | -9.3% | +28.9% | +19.9% |
| 3M | +19.7% | -29.6% | +49.3% | +22.0% |
| 6M | +42.7% | -45.4% | +88.1% | +47.5% |
| YTD | +35.1% | +24.8% | +10.3% | +29.2% |
| 1Y | +42.2% | +23.6% | +18.6% | +35.8% |
| 3Y | +140.8% | +379.7% | -238.9% | +97.0% |
| 5Y | +480.6% | +660.3% | -179.8% | +347.0% |
| All | +1,521.7% | +1,936.0% | -414.3% | +1,170.9% |
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