+2,826.7%
VRT vs BDX
+7.7%
+2,819.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.1% | +6.7% | +4.3% |
| 7D | +13.6% | -4.3% | +17.9% | +14.6% |
| 30D | +6.8% | +1.3% | +5.5% | +6.3% |
| 3M | -3.2% | +20.2% | -23.5% | -8.0% |
| 6M | +20.3% | +8.6% | +11.7% | +17.4% |
| YTD | +79.6% | +19.0% | +60.6% | +71.3% |
| 1Y | +139.0% | +21.2% | +117.8% | +126.4% |
| 3Y | +644.6% | -9.7% | +654.3% | +655.6% |
| 5Y | +1,024.4% | -3.4% | +1,027.8% | +1,004.5% |
| All | +2,826.7% | +7.7% | +2,819.0% | +2,612.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling