+916.4%
VRT vs BDX
-3.5%
+919.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.9% | -3.7% | -5.3% |
| 7D | -7.7% | -5.4% | -2.3% | -6.9% |
| 30D | -12.0% | -2.2% | -9.8% | -11.7% |
| 3M | -11.7% | +20.1% | -31.7% | -15.3% |
| 6M | -8.1% | +9.1% | -17.1% | -9.6% |
| YTD | +53.2% | +17.9% | +35.3% | +48.2% |
| 1Y | +81.7% | +22.1% | +59.6% | +73.8% |
| 3Y | +535.3% | -10.5% | +545.8% | +567.8% |
| 5Y | +916.4% | -2.6% | +919.0% | +925.9% |
| All | +916.4% | -3.5% | +919.8% | +925.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling