+443.8%
LLY vs VRT
+561.8%
-117.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.0% |
| 7D | -4.5% | -21.4% | +16.9% | -3.1% |
| 30D | +13.9% | -25.8% | +39.7% | +15.8% |
| 3M | +13.8% | -33.5% | +47.3% | +16.2% |
| 6M | +37.6% | -49.0% | +86.6% | +42.6% |
| YTD | +26.6% | +12.9% | +13.7% | +21.9% |
| 1Y | +45.3% | 0.0% | +45.3% | +41.1% |
| 3Y | +132.2% | +361.8% | -229.6% | +90.5% |
| All | +443.8% | +561.8% | -117.9% | +326.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling