+2,723.0%
VRT vs TWLO
+295.7%
+2,427.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.1% | +7.5% | +5.1% |
| 7D | +9.1% | -2.0% | +11.1% | +9.6% |
| 30D | +0.9% | +20.6% | -19.6% | -4.4% |
| 3M | -13.4% | -1.5% | -11.8% | -14.0% |
| 6M | +11.7% | +89.4% | -77.7% | -7.1% |
| YTD | +73.2% | +63.8% | +9.4% | +48.1% |
| 1Y | +123.4% | +119.7% | +3.7% | +75.9% |
| 3Y | +606.2% | +256.1% | +350.0% | +382.2% |
| 5Y | +899.9% | -36.6% | +936.5% | +759.1% |
| All | +2,723.0% | +295.7% | +2,427.4% | +1,851.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling