+14.9%
LLY vs VRT
+12.5%
+2.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.2% | -0.8% |
| 7D | -2.1% | +9.1% | -11.3% | -2.0% |
| 30D | -1.6% | +0.9% | -2.5% | -1.6% |
| 3M | +2.3% | -13.4% | +15.7% | +2.7% |
| 6M | +14.9% | +11.7% | +3.2% | +7.8% |
| All | +14.9% | +12.5% | +2.4% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling