+2,723.0%
VRT vs M
-15.6%
+2,738.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.7% |
| 7D | +9.1% | +4.7% | +4.4% | +7.9% |
| 30D | +0.9% | -9.6% | +10.6% | +3.5% |
| 3M | -13.4% | +0.9% | -14.2% | -13.9% |
| 6M | +11.7% | +22.3% | -10.6% | +5.2% |
| YTD | +73.2% | +6.5% | +66.7% | +68.4% |
| 1Y | +123.4% | +38.8% | +84.7% | +102.0% |
| 3Y | +606.2% | +115.9% | +490.3% | +443.9% |
| 5Y | +899.9% | +28.6% | +871.3% | +745.6% |
| All | +2,723.0% | -15.6% | +2,738.6% | +1,619.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling