+21.0%
VRT vs LIN
+23.7%
-2.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.3% |
| 7D | +18.6% | +0.2% | +18.4% | +18.6% |
| 30D | -11.7% | +6.2% | -17.8% | -10.2% |
| 3M | -27.3% | +9.3% | -36.6% | -25.9% |
| 6M | -42.9% | +4.4% | -47.2% | -42.5% |
| YTD | +29.5% | +23.7% | +5.7% | +41.2% |
| 1Y | +21.0% | +23.5% | -2.4% | +38.5% |
| All | +21.0% | +23.7% | -2.7% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling