+403.5%
VRT vs AWK
+27.0%
+376.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +9.0% |
| 7D | -10.6% | +1.2% | -11.8% | -9.0% |
| 30D | -17.4% | +15.8% | -33.2% | -4.5% |
| 3M | -26.4% | +11.0% | -37.4% | -17.6% |
| 6M | -41.0% | +21.0% | -62.0% | -28.0% |
| YTD | +23.8% | +16.7% | +7.1% | +48.9% |
| 1Y | +11.6% | +17.2% | -5.5% | +35.3% |
| 3Y | +403.5% | +29.2% | +374.3% | +594.1% |
| All | +403.5% | +27.0% | +376.5% | +594.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling