+2,486.9%
VRT vs ADSK
+68.7%
+2,418.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.4% |
| 7D | -8.4% | -2.5% | -5.8% | -7.4% |
| 30D | -10.9% | -14.9% | +4.0% | -5.0% |
| 3M | -13.7% | +3.3% | -17.0% | -17.9% |
| 6M | -4.1% | -15.7% | +11.5% | -1.7% |
| YTD | +58.7% | -28.2% | +87.0% | +75.0% |
| 1Y | +89.6% | -34.5% | +124.2% | +119.8% |
| 3Y | +558.1% | -2.9% | +561.0% | +522.6% |
| 5Y | +953.0% | -25.3% | +978.3% | +978.0% |
| All | +2,486.9% | +68.7% | +2,418.2% | +2,024.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling