+905.2%
VRT vs SBAC
-43.7%
+948.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.4% | +4.4% |
| 7D | +9.1% | -0.8% | +9.9% | +9.2% |
| 30D | +0.9% | +6.9% | -6.0% | +0.3% |
| 3M | -13.4% | -8.2% | -5.1% | -12.4% |
| 6M | +11.7% | -1.6% | +13.3% | +11.4% |
| YTD | +73.2% | -0.1% | +73.3% | +72.0% |
| 1Y | +123.4% | -0.5% | +123.9% | +121.7% |
| 3Y | +606.2% | -9.1% | +615.2% | +576.2% |
| All | +905.2% | -43.7% | +948.9% | +1,131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling