+49.1%
LLY vs VRT
+3.4%
+45.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.6% | +1.4% |
| 7D | +1.6% | -17.7% | +19.3% | +1.0% |
| 30D | +21.5% | -20.0% | +41.5% | +20.8% |
| 3M | +16.4% | -28.1% | +44.5% | +15.5% |
| 6M | +51.5% | -42.8% | +94.3% | +50.8% |
| YTD | +33.9% | +20.0% | +14.0% | +31.4% |
| 1Y | +49.1% | +3.5% | +45.6% | +44.7% |
| All | +49.1% | +3.4% | +45.7% | +44.7% |
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 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