+2,397.0%
VRT vs XYZ
+21.2%
+2,375.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | -7.7% | -5.2% | -2.5% | -6.1% |
| 30D | -12.0% | 0.0% | -12.0% | -12.2% |
| 3M | -11.7% | +18.7% | -30.3% | -17.4% |
| 6M | -8.1% | +20.5% | -28.6% | -15.2% |
| YTD | +53.2% | +21.5% | +31.7% | +38.8% |
| 1Y | +81.7% | +7.2% | +74.4% | +70.8% |
| 3Y | +535.3% | +49.0% | +486.3% | +417.4% |
| 5Y | +916.4% | -68.1% | +984.5% | +1,056.9% |
| All | +2,397.0% | +21.2% | +2,375.8% | +1,748.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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