+2,010.2%
VRT vs BP
+65.7%
+1,944.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | +18.6% | +2.5% | +16.1% | +17.6% |
| 30D | -11.7% | -5.6% | -6.1% | -9.6% |
| 3M | -27.3% | +8.0% | -35.3% | -29.6% |
| 6M | -42.9% | +5.7% | -48.5% | -44.8% |
| YTD | +29.5% | +36.8% | -7.3% | +11.5% |
| 1Y | +21.0% | +30.7% | -9.7% | +6.0% |
| 3Y | +403.1% | +51.6% | +351.5% | +309.8% |
| 5Y | +688.8% | +112.2% | +576.6% | +448.6% |
| All | +2,010.2% | +65.7% | +1,944.5% | +1,143.8% |
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