+2,826.7%
VRT vs PYPL
-35.2%
+2,861.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.2% | +6.9% | +4.8% |
| 7D | +13.6% | +1.7% | +11.9% | +12.8% |
| 30D | +6.8% | -9.7% | +16.5% | +10.2% |
| 3M | -3.2% | +29.2% | -32.4% | -13.6% |
| 6M | +20.3% | +13.9% | +6.5% | +11.6% |
| YTD | +79.6% | -8.1% | +87.7% | +78.3% |
| 1Y | +139.0% | -21.4% | +160.4% | +150.6% |
| 3Y | +644.6% | -11.8% | +656.4% | +630.4% |
| 5Y | +1,024.4% | -81.1% | +1,105.5% | +1,659.4% |
| All | +2,826.7% | -35.2% | +2,861.9% | +2,994.2% |
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