+2,010.2%
VRT vs BAX
-59.3%
+2,069.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.8% |
| 7D | +18.6% | +0.4% | +18.3% | +18.6% |
| 30D | -11.7% | +3.4% | -15.1% | -12.1% |
| 3M | -27.3% | -4.5% | -22.8% | -27.0% |
| 6M | -42.9% | +44.0% | -86.9% | -46.3% |
| YTD | +29.5% | +34.9% | -5.4% | +22.4% |
| 1Y | +21.0% | +37.9% | -16.9% | +13.9% |
| 3Y | +403.1% | -17.1% | +420.2% | +397.7% |
| 5Y | +688.8% | -64.3% | +753.1% | +813.8% |
| All | +2,010.2% | -59.3% | +2,069.5% | +2,345.6% |
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