+1,855.0%
VRT vs BAX
-58.2%
+1,913.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.2% | -3.1% |
| 7D | -17.7% | +3.6% | -21.3% | -18.0% |
| 30D | -20.0% | +8.5% | -28.5% | -20.9% |
| 3M | -28.1% | -4.9% | -23.2% | -27.7% |
| 6M | -42.8% | +47.0% | -89.8% | -46.4% |
| YTD | +20.0% | +38.4% | -18.5% | +13.0% |
| 1Y | +3.5% | +49.1% | -45.6% | -3.8% |
| 3Y | +366.1% | -14.9% | +381.0% | +359.6% |
| 5Y | +632.2% | -63.1% | +695.3% | +744.9% |
| All | +1,855.0% | -58.2% | +1,913.2% | +2,158.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling