+1,484.4%
LLY vs VRT
+1,919.9%
-435.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.6% | -5.4% | +3.6% |
| 7D | +0.1% | -10.6% | +10.7% | +0.7% |
| 30D | +19.7% | -17.4% | +37.2% | +20.9% |
| 3M | +19.3% | -26.4% | +45.6% | +21.1% |
| 6M | +49.3% | -41.0% | +90.3% | +53.3% |
| YTD | +32.0% | +23.8% | +8.2% | +26.4% |
| 1Y | +53.7% | +11.6% | +42.1% | +48.1% |
| 3Y | +143.7% | +403.5% | -259.7% | +98.7% |
| 5Y | +463.9% | +647.0% | -183.2% | +334.9% |
| All | +1,484.4% | +1,919.9% | -435.5% | +1,142.6% |
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 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