+1,917.9%
VRT vs M
-7.8%
+1,925.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +8.1% | +1.5% | +7.6% |
| 7D | -10.6% | +2.5% | -13.1% | -11.3% |
| 30D | -17.4% | +10.1% | -27.5% | -19.8% |
| 3M | -26.4% | -0.9% | -25.5% | -26.6% |
| 6M | -41.0% | +30.2% | -71.2% | -45.6% |
| YTD | +23.8% | +16.3% | +7.5% | +17.2% |
| 1Y | +11.6% | +27.0% | -15.3% | +3.0% |
| 3Y | +403.5% | +154.5% | +249.0% | +271.1% |
| 5Y | +647.0% | -1.1% | +648.1% | +562.6% |
| All | +1,917.9% | -7.8% | +1,925.7% | +1,096.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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