+13.8%
VRT vs BAX
+46.0%
-32.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.0% | -16.9% | -12.7% |
| 7D | -15.4% | +4.1% | -19.5% | -15.2% |
| 30D | -19.0% | +9.4% | -28.4% | -18.6% |
| 3M | -23.8% | -6.5% | -17.3% | -23.7% |
| 6M | -37.9% | +59.6% | -97.5% | -40.4% |
| YTD | +27.0% | +38.9% | -11.9% | +30.5% |
| 1Y | +13.8% | +48.0% | -34.2% | +20.2% |
| All | +13.8% | +46.0% | -32.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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