+132.2%
LLY vs VRT
+352.9%
-220.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -4.5% | -21.4% | +16.9% | -3.2% |
| 30D | +13.9% | -25.8% | +39.7% | +15.7% |
| 3M | +13.8% | -33.5% | +47.3% | +16.1% |
| 6M | +37.6% | -49.0% | +86.6% | +42.9% |
| YTD | +26.6% | +12.9% | +13.7% | +20.3% |
| 1Y | +45.3% | 0.0% | +45.3% | +39.6% |
| 3Y | +132.2% | +361.8% | -229.6% | +62.0% |
| All | +132.2% | +352.9% | -220.7% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling