+2,545.5%
VRT vs BAX
-61.4%
+2,607.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.9% | -7.7% | -9.4% |
| 7D | +2.4% | -5.1% | +7.5% | +3.1% |
| 30D | -2.7% | -12.2% | +9.5% | -1.1% |
| 3M | -9.2% | +21.8% | -31.0% | -12.2% |
| 6M | -0.5% | +36.3% | -36.8% | -5.9% |
| YTD | +62.3% | +27.8% | +34.5% | +54.7% |
| 1Y | +109.6% | -0.1% | +109.6% | +106.7% |
| 3Y | +573.1% | -33.3% | +606.4% | +592.2% |
| 5Y | +953.6% | -67.1% | +1,020.7% | +1,134.2% |
| All | +2,545.5% | -61.4% | +2,607.0% | +2,990.8% |
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