+2,486.9%
VRT vs LYV
+247.9%
+2,239.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -8.4% | -1.9% | -6.4% | -7.6% |
| 30D | -10.9% | -8.2% | -2.7% | -7.6% |
| 3M | -13.7% | -1.3% | -12.4% | -14.1% |
| 6M | -4.1% | +2.6% | -6.7% | -6.4% |
| YTD | +58.7% | +19.4% | +39.3% | +44.4% |
| 1Y | +89.6% | -2.2% | +91.9% | +86.7% |
| 3Y | +558.1% | +106.0% | +452.1% | +359.6% |
| 5Y | +953.0% | +97.7% | +855.3% | +649.6% |
| All | +2,486.9% | +247.9% | +2,239.0% | +1,274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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