+905.2%
VRT vs BP
+128.1%
+777.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +3.8% | +4.2% |
| 7D | +9.1% | +3.9% | +5.2% | +7.6% |
| 30D | +0.9% | +7.6% | -6.7% | -1.9% |
| 3M | -13.4% | +0.7% | -14.1% | -14.2% |
| 6M | +11.7% | +15.5% | -3.8% | +2.8% |
| YTD | +73.2% | +30.8% | +42.4% | +51.5% |
| 1Y | +123.4% | +34.3% | +89.1% | +92.4% |
| 3Y | +606.2% | +35.1% | +571.1% | +496.5% |
| All | +905.2% | +128.1% | +777.1% | +607.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling