+1,740.6%
VRT vs BP
+61.0%
+1,679.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | -21.4% | -11.6% | -9.7% | -17.4% |
| 30D | -25.8% | 0.0% | -25.9% | -25.8% |
| 3M | -33.5% | +6.7% | -40.3% | -35.4% |
| 6M | -49.0% | +2.2% | -51.2% | -50.1% |
| YTD | +12.9% | +33.0% | -20.0% | -1.7% |
| 1Y | 0.0% | +30.7% | -30.7% | -12.5% |
| 3Y | +361.8% | +44.2% | +317.6% | +283.3% |
| 5Y | +565.1% | +105.1% | +460.0% | +368.4% |
| All | +1,740.6% | +61.0% | +1,679.6% | +996.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling