+23.6%
VRT vs XYZ
+29.4%
-5.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -3.6% |
| 7D | +10.5% | -1.1% | +11.6% | +10.5% |
| 30D | -9.3% | +11.5% | -20.8% | -8.6% |
| 3M | -29.6% | +1.8% | -31.4% | -28.8% |
| 6M | -45.4% | +21.2% | -66.6% | -45.3% |
| YTD | +24.8% | +29.9% | -5.1% | +25.0% |
| 1Y | +23.6% | +35.8% | -12.1% | +23.2% |
| All | +23.6% | +29.4% | -5.8% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling