+905.2%
VRT vs AWK
-15.4%
+920.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.3% |
| 7D | +9.1% | +1.7% | +7.4% | +9.4% |
| 30D | +0.9% | +5.6% | -4.6% | +1.9% |
| 3M | -13.4% | +15.9% | -29.2% | -11.5% |
| 6M | +11.7% | +4.6% | +7.1% | +13.2% |
| YTD | +73.2% | +10.1% | +63.2% | +76.5% |
| 1Y | +123.4% | +2.1% | +121.3% | +127.6% |
| 3Y | +606.2% | +9.8% | +596.3% | +598.5% |
| All | +905.2% | -15.4% | +920.6% | +880.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling