+905.2%
VRT vs PYPL
-80.9%
+986.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.0% | +7.4% | +5.5% |
| 7D | +9.1% | +2.7% | +6.4% | +7.9% |
| 30D | +0.9% | -4.9% | +5.8% | +2.4% |
| 3M | -13.4% | +28.9% | -42.3% | -23.1% |
| 6M | +11.7% | +18.2% | -6.6% | +1.6% |
| YTD | +73.2% | -5.0% | +78.3% | +70.5% |
| 1Y | +123.4% | -18.8% | +142.2% | +133.9% |
| 3Y | +606.2% | -12.6% | +618.7% | +593.2% |
| All | +905.2% | -80.9% | +986.1% | +1,363.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling