+1,740.6%
VRT vs PYPL
-27.8%
+1,768.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -21.4% | +3.9% | -25.3% | -22.5% |
| 30D | -25.8% | +7.8% | -33.6% | -27.9% |
| 3M | -33.5% | -0.7% | -32.9% | -33.8% |
| 6M | -49.0% | +28.8% | -77.8% | -54.5% |
| YTD | +12.9% | +2.4% | +10.6% | +7.7% |
| 1Y | 0.0% | -9.6% | +9.6% | +0.3% |
| 3Y | +361.8% | +9.7% | +352.1% | +316.9% |
| 5Y | +565.1% | -73.5% | +638.6% | +829.8% |
| All | +1,740.6% | -27.8% | +1,768.4% | +1,768.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling