+1,678.9%
VRT vs LIN
+259.9%
+1,419.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.7% | -13.4% | -13.6% |
| 7D | -28.1% | +3.6% | -31.7% | -29.9% |
| 30D | -30.2% | +6.4% | -36.6% | -33.0% |
| 3M | -36.4% | +6.5% | -42.9% | -39.2% |
| 6M | -48.2% | +4.9% | -53.0% | -50.4% |
| YTD | +9.2% | +23.4% | -14.3% | -6.3% |
| 1Y | -7.2% | +26.3% | -33.6% | -21.9% |
| 3Y | +338.7% | +38.0% | +300.7% | +245.3% |
| 5Y | +542.8% | +68.0% | +474.9% | +345.0% |
| All | +1,678.9% | +259.9% | +1,419.0% | +818.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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