+21.0%
VRT vs BP
+30.8%
-9.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +18.6% | +2.5% | +16.1% | +18.4% |
| 30D | -11.7% | -5.6% | -6.1% | -11.5% |
| 3M | -27.3% | +8.0% | -35.3% | -27.1% |
| 6M | -42.9% | +5.7% | -48.5% | -42.1% |
| YTD | +29.5% | +36.8% | -7.3% | +11.5% |
| 1Y | +21.0% | +30.7% | -9.7% | +5.0% |
| All | +21.0% | +30.8% | -9.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling