+2,397.0%
VRT vs AZO
+311.1%
+2,085.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.3% |
| 7D | -7.7% | -2.9% | -4.8% | -6.8% |
| 30D | -12.0% | -5.3% | -6.7% | -10.5% |
| 3M | -11.7% | -7.3% | -4.3% | -10.5% |
| 6M | -8.1% | -22.7% | +14.6% | -1.0% |
| YTD | +53.2% | -15.0% | +68.3% | +59.3% |
| 1Y | +81.7% | -32.2% | +113.9% | +104.1% |
| 3Y | +535.3% | +10.0% | +525.3% | +462.6% |
| 5Y | +916.4% | +85.8% | +830.5% | +598.8% |
| All | +2,397.0% | +311.1% | +2,085.9% | +1,276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 all: compounded portfolio wealth divided by compounded AZO 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…
all analysis · Full analysis span regression · 6 months rolling