+109.6%
VRT vs BAX
+1.4%
+108.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.9% | -7.7% | -9.6% |
| 7D | +2.4% | -5.1% | +7.5% | +2.4% |
| 30D | -2.7% | -12.2% | +9.5% | -2.5% |
| 3M | -9.2% | +21.8% | -31.0% | -10.5% |
| 6M | -0.5% | +36.3% | -36.8% | -4.6% |
| YTD | +62.3% | +27.8% | +34.5% | +59.3% |
| 1Y | +109.6% | -0.1% | +109.6% | +118.8% |
| All | +109.6% | +1.4% | +108.1% | +118.8% |
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 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