+2,826.7%
VRT vs BP
+62.3%
+2,764.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.2% | +2.7% |
| 7D | +13.6% | +0.9% | +12.7% | +13.2% |
| 30D | +6.8% | +9.1% | -2.4% | +3.1% |
| 3M | -3.2% | +3.9% | -7.1% | -5.5% |
| 6M | +20.3% | +13.6% | +6.7% | +12.0% |
| YTD | +79.6% | +34.0% | +45.6% | +56.3% |
| 1Y | +139.0% | +39.2% | +99.8% | +104.1% |
| 3Y | +644.6% | +36.4% | +608.2% | +531.8% |
| 5Y | +1,024.4% | +135.8% | +888.6% | +648.8% |
| All | +2,826.7% | +62.3% | +2,764.4% | +1,643.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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