+1,740.6%
VRT vs SBAC
+29.3%
+1,711.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +3.7% |
| 7D | -21.4% | +1.2% | -22.6% | -21.5% |
| 30D | -25.8% | +11.2% | -37.0% | -27.1% |
| 3M | -33.5% | +4.5% | -38.0% | -34.1% |
| 6M | -49.0% | -12.2% | -36.9% | -48.2% |
| YTD | +12.9% | -0.1% | +13.1% | +11.3% |
| 1Y | 0.0% | -0.3% | +0.3% | -1.4% |
| 3Y | +361.8% | -8.7% | +370.5% | +344.7% |
| 5Y | +565.1% | -40.2% | +605.3% | +640.9% |
| All | +1,740.6% | +29.3% | +1,711.3% | +1,812.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling