+1,917.9%
VRT vs SBAC
+29.9%
+1,888.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +9.6% |
| 7D | -10.6% | +3.0% | -13.6% | -11.0% |
| 30D | -17.4% | +4.3% | -21.7% | -18.0% |
| 3M | -26.4% | +4.1% | -30.5% | -27.0% |
| 6M | -41.0% | -11.6% | -29.4% | -40.1% |
| YTD | +23.8% | +0.4% | +23.5% | +22.0% |
| 1Y | +11.6% | -1.1% | +12.7% | +10.3% |
| 3Y | +403.5% | -7.3% | +410.7% | +382.6% |
| 5Y | +647.0% | -40.8% | +687.8% | +734.5% |
| All | +1,917.9% | +29.9% | +1,888.0% | +1,995.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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