+647.0%
VRT vs BB
-18.0%
+665.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.5% | +4.1% | +7.8% |
| 7D | -10.6% | +15.0% | -25.6% | -14.7% |
| 30D | -17.4% | +3.5% | -20.9% | -18.7% |
| 3M | -26.4% | +2.7% | -29.1% | -28.0% |
| 6M | -41.0% | +44.7% | -85.7% | -50.2% |
| YTD | +23.8% | +143.3% | -119.4% | -14.2% |
| 1Y | +11.6% | +102.2% | -90.6% | -17.8% |
| 3Y | +403.5% | +156.1% | +247.4% | +216.4% |
| 5Y | +647.0% | -17.6% | +664.6% | +622.5% |
| All | +647.0% | -18.0% | +665.0% | +622.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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