+2,826.7%
VRT vs ADSK
+68.5%
+2,758.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.8% |
| 7D | +13.6% | -14.3% | +27.9% | +21.1% |
| 30D | +6.8% | -14.8% | +21.6% | +13.6% |
| 3M | -3.2% | -5.7% | +2.5% | -4.1% |
| 6M | +20.3% | -18.7% | +39.0% | +25.7% |
| YTD | +79.6% | -28.3% | +107.9% | +98.1% |
| 1Y | +139.0% | -35.1% | +174.1% | +178.1% |
| 3Y | +644.6% | -3.2% | +647.8% | +605.2% |
| 5Y | +1,024.4% | -26.7% | +1,051.1% | +1,058.4% |
| All | +2,826.7% | +68.5% | +2,758.2% | +2,304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling