+2,486.9%
VRT vs PAYX
+116.3%
+2,370.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.4% |
| 7D | -8.4% | -4.9% | -3.5% | -6.8% |
| 30D | -10.9% | -3.8% | -7.1% | -9.9% |
| 3M | -13.7% | +17.9% | -31.6% | -20.4% |
| 6M | -4.1% | +26.1% | -30.2% | -15.2% |
| YTD | +58.7% | +6.7% | +52.0% | +49.9% |
| 1Y | +89.6% | -10.7% | +100.4% | +95.2% |
| 3Y | +558.1% | +7.0% | +551.2% | +493.2% |
| 5Y | +953.0% | +22.6% | +930.3% | +818.7% |
| All | +2,486.9% | +116.3% | +2,370.5% | +1,809.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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