+2,397.0%
VRT vs AKAM
+52.8%
+2,344.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.3% | -2.3% | -4.7% |
| 7D | -7.7% | +0.6% | -8.3% | -8.0% |
| 30D | -12.0% | -8.2% | -3.8% | -9.9% |
| 3M | -11.7% | -17.6% | +5.9% | -7.1% |
| 6M | -8.1% | +2.5% | -10.6% | -10.8% |
| YTD | +53.2% | +22.8% | +30.4% | +38.8% |
| 1Y | +81.7% | +39.6% | +42.1% | +56.4% |
| 3Y | +535.3% | +2.3% | +532.9% | +487.8% |
| 5Y | +916.4% | -4.3% | +920.7% | +821.2% |
| All | +2,397.0% | +52.8% | +2,344.2% | +2,179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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