+7.6%
MSFT vs VRT
-4.2%
+11.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.0% |
| 7D | +1.7% | -21.4% | +23.0% | +1.4% |
| 30D | +0.2% | -25.8% | +26.0% | -0.2% |
| 3M | +6.4% | -33.5% | +39.9% | +5.8% |
| 6M | +28.7% | -49.0% | +77.7% | +26.6% |
| YTD | +10.4% | +12.9% | -2.5% | +4.8% |
| 1Y | +7.6% | 0.0% | +7.6% | +3.3% |
| All | +7.6% | -4.2% | +11.8% | +3.3% |
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