+977.6%
VRT vs BNY
+256.6%
+721.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | -1.3% | -7.0% | -7.3% |
| 30D | -10.9% | -0.2% | -10.7% | -10.8% |
| 3M | -13.7% | +14.9% | -28.6% | -23.7% |
| 6M | -4.1% | +40.0% | -44.1% | -28.6% |
| YTD | +58.7% | +42.0% | +16.8% | +15.2% |
| 1Y | +89.6% | +56.9% | +32.8% | +25.4% |
| 3Y | +558.1% | +289.9% | +268.3% | +90.4% |
| All | +977.6% | +256.6% | +721.0% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling