+1,431.4%
LLY vs VRT
+1,680.7%
-249.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -14.0% | +10.3% | -2.8% |
| 7D | -0.7% | -28.1% | +27.5% | +1.5% |
| 30D | +17.9% | -30.2% | +48.1% | +20.5% |
| 3M | +16.8% | -36.4% | +53.2% | +19.9% |
| 6M | +38.4% | -48.2% | +86.6% | +43.4% |
| YTD | +27.6% | +9.2% | +18.4% | +23.2% |
| 1Y | +48.3% | -7.2% | +55.6% | +45.0% |
| 3Y | +145.4% | +338.7% | -193.4% | +102.0% |
| 5Y | +438.9% | +542.8% | -103.9% | +320.3% |
| All | +1,431.4% | +1,680.7% | -249.3% | +1,111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling