+953.6%
VRT vs TWLO
-35.1%
+988.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.8% |
| 7D | +2.4% | +0.2% | +2.2% | +2.2% |
| 30D | -2.7% | -9.1% | +6.5% | -0.1% |
| 3M | -9.2% | +11.0% | -20.2% | -13.5% |
| 6M | -0.5% | +79.4% | -79.9% | -21.1% |
| YTD | +62.3% | +59.7% | +2.6% | +32.3% |
| 1Y | +109.6% | +112.3% | -2.8% | +52.7% |
| 3Y | +573.1% | +247.0% | +326.1% | +291.7% |
| 5Y | +953.6% | -35.6% | +989.2% | +755.9% |
| All | +953.6% | -35.1% | +988.7% | +755.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling