+361.0%
VRT vs XYZ
+68.0%
+293.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.4% | +0.2% | -2.0% |
| 7D | -17.7% | +12.6% | -30.3% | -21.5% |
| 30D | -20.0% | +10.8% | -30.8% | -23.4% |
| 3M | -28.1% | +8.4% | -36.4% | -30.8% |
| 6M | -42.8% | +14.3% | -57.2% | -46.8% |
| YTD | +20.0% | +31.5% | -11.5% | +3.6% |
| 1Y | +3.5% | +28.1% | -24.6% | -9.8% |
| All | +361.0% | +68.0% | +293.1% | +289.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling