+2,486.9%
VRT vs BNY
+283.0%
+2,203.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | -1.3% | -7.0% | -7.6% |
| 30D | -10.9% | -0.2% | -10.7% | -10.8% |
| 3M | -13.7% | +14.9% | -28.6% | -20.9% |
| 6M | -4.1% | +40.0% | -44.1% | -22.2% |
| YTD | +58.7% | +42.0% | +16.8% | +26.8% |
| 1Y | +89.6% | +56.9% | +32.8% | +42.3% |
| 3Y | +558.1% | +289.9% | +268.3% | +187.4% |
| 5Y | +953.0% | +259.2% | +693.8% | +384.4% |
| All | +2,486.9% | +283.0% | +2,203.9% | +836.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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