+1,934.0%
VRT vs BDX
+31.9%
+1,902.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | +10.5% | +2.9% | +7.6% | +10.0% |
| 30D | -9.3% | +15.4% | -24.7% | -12.0% |
| 3M | -29.6% | +20.5% | -50.1% | -32.5% |
| 6M | -45.4% | +53.2% | -98.5% | -50.9% |
| YTD | +24.8% | +45.7% | -20.9% | +14.0% |
| 1Y | +23.6% | +47.3% | -23.6% | +12.5% |
| 3Y | +379.7% | +25.1% | +354.6% | +345.9% |
| 5Y | +660.3% | +27.4% | +632.9% | +600.9% |
| All | +1,934.0% | +31.9% | +1,902.1% | +1,704.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 10y: compounded portfolio wealth divided by compounded BDX 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…
10y analysis · Full analysis span regression · 6 months rolling