+647.0%
VRT vs AWK
-2.3%
+649.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.7% | +10.3% | +9.5% |
| 7D | -10.6% | +1.2% | -11.8% | -10.2% |
| 30D | -17.4% | +15.8% | -33.2% | -14.8% |
| 3M | -26.4% | +11.0% | -37.4% | -24.5% |
| 6M | -41.0% | +21.0% | -62.0% | -38.8% |
| YTD | +23.8% | +16.7% | +7.1% | +28.3% |
| 1Y | +11.6% | +17.2% | -5.5% | +15.6% |
| 3Y | +403.5% | +29.2% | +374.3% | +369.5% |
| 5Y | +647.0% | -2.3% | +649.3% | +684.3% |
| All | +647.0% | -2.3% | +649.3% | +684.3% |
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 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