+916.4%
VRT vs ADSK
-26.7%
+943.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -6.9% |
| 7D | -7.7% | -10.9% | +3.2% | -2.5% |
| 30D | -12.0% | -15.9% | +3.9% | -4.6% |
| 3M | -11.7% | -4.4% | -7.3% | -13.6% |
| 6M | -8.1% | -16.6% | +8.6% | -4.6% |
| YTD | +53.2% | -28.5% | +81.7% | +74.5% |
| 1Y | +81.7% | -34.6% | +116.3% | +121.1% |
| 3Y | +535.3% | -3.5% | +538.7% | +474.8% |
| 5Y | +916.4% | -25.6% | +942.0% | +814.5% |
| All | +916.4% | -26.7% | +943.1% | +814.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling