+2,723.0%
VRT vs XYZ
+26.8%
+2,696.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.6% |
| 7D | +9.1% | -1.0% | +10.1% | +9.3% |
| 30D | +0.9% | -1.7% | +2.6% | +1.2% |
| 3M | -13.4% | +16.7% | -30.1% | -18.5% |
| 6M | +11.7% | +26.9% | -15.2% | +1.3% |
| YTD | +73.2% | +27.1% | +46.1% | +54.6% |
| 1Y | +123.4% | +9.3% | +114.2% | +108.8% |
| 3Y | +606.2% | +42.3% | +563.9% | +483.1% |
| 5Y | +899.9% | -69.3% | +969.2% | +1,043.8% |
| All | +2,723.0% | +26.8% | +2,696.2% | +1,959.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling