+2,545.5%
VRT vs PYPL
-36.4%
+2,581.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.9% | -7.7% | -8.9% |
| 7D | +2.4% | -4.3% | +6.7% | +4.0% |
| 30D | -2.7% | -11.5% | +8.8% | +1.3% |
| 3M | -9.2% | +26.1% | -35.3% | -18.2% |
| 6M | -0.5% | +13.7% | -14.2% | -7.6% |
| YTD | +62.3% | -9.8% | +72.2% | +62.4% |
| 1Y | +109.6% | -22.1% | +131.6% | +120.5% |
| 3Y | +573.1% | -13.5% | +586.6% | +565.1% |
| 5Y | +953.6% | -81.6% | +1,035.2% | +1,564.2% |
| All | +2,545.5% | -36.4% | +2,581.9% | +2,717.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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