+567.3%
VRT vs M
-11.5%
+578.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.9% |
| 7D | -21.4% | -4.3% | -17.1% | -20.5% |
| 30D | -25.8% | +1.3% | -27.1% | -26.6% |
| 3M | -33.5% | -7.4% | -26.2% | -32.5% |
| 6M | -49.0% | +18.3% | -67.4% | -52.7% |
| YTD | +12.9% | +7.6% | +5.4% | +7.7% |
| 1Y | 0.0% | +17.4% | -17.4% | -7.7% |
| 3Y | +361.8% | +108.4% | +253.4% | +221.4% |
| All | +567.3% | -11.5% | +578.8% | +465.1% |
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