+42.2%
LLY vs VRT
+19.0%
+23.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +1.2% |
| 7D | +6.7% | +10.5% | -3.8% | +6.9% |
| 30D | +19.6% | -9.3% | +28.9% | +19.3% |
| 3M | +19.7% | -29.6% | +49.3% | +19.0% |
| 6M | +42.7% | -45.4% | +88.1% | +43.5% |
| YTD | +35.1% | +24.8% | +10.3% | +30.3% |
| 1Y | +42.2% | +23.6% | +18.6% | +36.9% |
| All | +42.2% | +19.0% | +23.2% | +36.9% |
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 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