+379.7%
VRT vs TWLO
+261.1%
+118.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +10.5% | +4.5% | +6.0% | +9.4% |
| 30D | -9.3% | -22.1% | +12.8% | -4.4% |
| 3M | -29.6% | -15.3% | -14.3% | -27.7% |
| 6M | -45.4% | +9.7% | -55.0% | -47.9% |
| YTD | +24.8% | +48.5% | -23.7% | +7.3% |
| 1Y | +23.6% | +70.3% | -46.7% | +0.9% |
| 3Y | +379.7% | +261.4% | +118.3% | +185.5% |
| All | +379.7% | +261.1% | +118.6% | +185.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling