+953.6%
VRT vs XYZ
-69.0%
+1,022.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.3% |
| 7D | +2.4% | -3.7% | +6.1% | +3.9% |
| 30D | -2.7% | +0.5% | -3.2% | -3.2% |
| 3M | -9.2% | +16.3% | -25.4% | -15.6% |
| 6M | -0.5% | +21.1% | -21.7% | -10.0% |
| YTD | +62.3% | +22.0% | +40.4% | +43.6% |
| 1Y | +109.6% | +5.2% | +104.4% | +95.8% |
| 3Y | +573.1% | +49.6% | +523.5% | +413.4% |
| 5Y | +953.6% | -68.4% | +1,022.1% | +1,074.9% |
| All | +953.6% | -69.0% | +1,022.6% | +1,074.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling