+2,010.2%
VRT vs PYPL
-28.9%
+2,039.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +2.2% |
| 7D | +18.6% | -1.1% | +19.7% | +19.2% |
| 30D | -11.7% | +3.8% | -15.4% | -12.9% |
| 3M | -27.3% | -1.3% | -26.0% | -27.4% |
| 6M | -42.9% | +29.0% | -71.9% | -49.0% |
| YTD | +29.5% | +0.7% | +28.7% | +24.2% |
| 1Y | +21.0% | -12.3% | +33.3% | +22.8% |
| 3Y | +403.1% | +7.6% | +395.5% | +357.4% |
| 5Y | +688.8% | -71.7% | +760.5% | +983.9% |
| All | +2,010.2% | -28.9% | +2,039.1% | +2,055.2% |
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