+1,394.9%
MU vs VRT
+1,936.0%
-541.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -0.9% |
| 7D | +12.8% | +10.5% | +2.3% | +8.0% |
| 30D | -14.9% | -9.3% | -5.5% | -10.9% |
| 3M | -18.0% | -29.6% | +11.5% | -4.7% |
| 6M | -3.1% | -45.4% | +42.2% | +26.6% |
| YTD | +172.9% | +24.8% | +148.1% | +152.6% |
| 1Y | +228.8% | +23.6% | +205.2% | +206.4% |
| 3Y | +950.8% | +379.7% | +571.2% | +477.7% |
| 5Y | +931.3% | +660.3% | +270.9% | +335.6% |
| All | +1,394.9% | +1,936.0% | -541.1% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 10y: compounded portfolio wealth divided by compounded VRT 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…
10y analysis · Full analysis span regression · 6 months rolling