+2,397.0%
VRT vs TWLO
+292.5%
+2,104.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -6.0% |
| 7D | -7.7% | -3.9% | -3.8% | -7.0% |
| 30D | -12.0% | -9.7% | -2.3% | -10.1% |
| 3M | -11.7% | +11.6% | -23.3% | -15.0% |
| 6M | -8.1% | +84.7% | -92.8% | -23.1% |
| YTD | +53.2% | +62.5% | -9.3% | +31.1% |
| 1Y | +81.7% | +121.7% | -40.0% | +42.7% |
| 3Y | +535.3% | +253.0% | +282.3% | +334.3% |
| 5Y | +916.4% | -32.5% | +948.9% | +765.9% |
| All | +2,397.0% | +292.5% | +2,104.4% | +1,627.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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