+677.0%
VRT vs M
-2.0%
+679.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.6% |
| 7D | +0.5% | -3.3% | +3.8% | +1.7% |
| 30D | -13.7% | +8.1% | -21.8% | -16.3% |
| 3M | -26.7% | +2.2% | -28.9% | -27.8% |
| 6M | -43.8% | +35.1% | -79.0% | -50.0% |
| YTD | +27.6% | +15.8% | +11.7% | +18.8% |
| 1Y | +15.5% | +25.8% | -10.4% | +4.2% |
| 3Y | +395.6% | +156.2% | +239.4% | +221.2% |
| All | +677.0% | -2.0% | +679.1% | +542.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling