+1,855.0%
VRT vs AWK
+103.5%
+1,751.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.1% |
| 7D | -17.7% | +2.7% | -20.4% | -17.7% |
| 30D | -20.0% | +16.7% | -36.7% | -20.0% |
| 3M | -28.1% | +11.7% | -39.8% | -28.1% |
| 6M | -42.8% | +21.9% | -64.8% | -43.1% |
| YTD | +20.0% | +17.6% | +2.4% | +19.5% |
| 1Y | +3.5% | +19.8% | -16.3% | +2.8% |
| 3Y | +366.1% | +31.0% | +335.1% | +332.4% |
| 5Y | +632.2% | -3.0% | +635.1% | +636.4% |
| All | +1,855.0% | +103.5% | +1,751.5% | +1,706.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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