+361.8%
VRT vs BAX
-19.9%
+381.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.4% |
| 7D | -21.4% | +12.1% | -33.5% | -21.7% |
| 30D | -25.8% | +7.6% | -33.4% | -26.0% |
| 3M | -33.5% | -4.5% | -29.1% | -33.4% |
| 6M | -49.0% | +52.0% | -101.1% | -51.1% |
| YTD | +12.9% | +35.1% | -22.2% | +9.7% |
| 1Y | 0.0% | +43.7% | -43.7% | -3.4% |
| 3Y | +361.8% | -20.9% | +382.7% | +339.2% |
| All | +361.8% | -19.9% | +381.7% | +339.2% |
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