+644.6%
VRT vs BAX
-32.5%
+677.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.8% | +7.4% | +3.8% |
| 7D | +13.6% | -2.4% | +16.1% | +13.7% |
| 30D | +6.8% | -9.7% | +16.5% | +7.1% |
| 3M | -3.2% | +29.3% | -32.5% | -5.0% |
| 6M | +20.3% | +40.7% | -20.3% | +16.8% |
| YTD | +79.6% | +30.3% | +49.3% | +75.6% |
| 1Y | +139.0% | +3.4% | +135.6% | +136.9% |
| 3Y | +644.6% | -32.0% | +676.6% | +654.0% |
| All | +644.6% | -32.5% | +677.2% | +654.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling