+109.6%
VRT vs AWK
+3.3%
+106.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | +2.4% | +0.6% | +1.8% | +3.0% |
| 30D | -2.7% | +4.3% | -7.0% | +1.7% |
| 3M | -9.2% | +12.5% | -21.7% | +2.6% |
| 6M | -0.5% | +3.3% | -3.8% | +5.4% |
| YTD | +62.3% | +9.8% | +52.6% | +83.9% |
| 1Y | +109.6% | +2.9% | +106.7% | +122.1% |
| All | +109.6% | +3.3% | +106.3% | +122.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling