+89.6%
VRT vs BDX
+22.7%
+66.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.8% |
| 7D | -8.4% | -3.2% | -5.2% | -8.9% |
| 30D | -10.9% | -2.5% | -8.3% | -11.3% |
| 3M | -13.7% | +21.4% | -35.1% | -11.3% |
| 6M | -4.1% | +10.4% | -14.5% | +3.2% |
| YTD | +58.7% | +18.8% | +39.9% | +76.2% |
| 1Y | +89.6% | +21.7% | +67.9% | +118.8% |
| All | +89.6% | +22.7% | +66.9% | +118.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling