+905.2%
VRT vs BAX
-65.4%
+970.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.3% | +4.2% |
| 7D | +9.1% | -1.1% | +10.3% | +9.3% |
| 30D | +0.9% | -5.5% | +6.4% | +1.6% |
| 3M | -13.4% | +33.5% | -46.9% | -17.4% |
| 6M | +11.7% | +35.9% | -24.2% | +5.7% |
| YTD | +73.2% | +35.4% | +37.9% | +63.7% |
| 1Y | +123.4% | +9.8% | +113.7% | +117.7% |
| 3Y | +606.2% | -32.7% | +638.9% | +635.5% |
| All | +905.2% | -65.4% | +970.6% | +1,166.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling