+92.5%
VRT vs XYZ
+4.8%
+87.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.5% |
| 7D | +2.4% | -3.7% | +6.1% | +2.8% |
| 30D | -2.7% | +0.5% | -3.2% | -2.8% |
| 3M | -9.2% | +16.3% | -25.4% | -11.3% |
| 6M | -0.5% | +21.1% | -21.7% | -4.1% |
| YTD | +62.3% | +22.0% | +40.4% | +58.7% |
| All | +92.5% | +4.8% | +87.7% | +95.5% |
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