+13.8%
VRT vs MA
+24.3%
-10.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.9% | -16.8% | -9.9% |
| 7D | -15.4% | +10.2% | -25.6% | -8.8% |
| 30D | -19.0% | +19.3% | -38.3% | -7.7% |
| 3M | -23.8% | +18.0% | -41.8% | -13.7% |
| 6M | -37.9% | +33.7% | -71.6% | -22.3% |
| YTD | +27.0% | +18.6% | +8.4% | +51.8% |
| 1Y | +13.8% | +22.5% | -8.7% | +36.9% |
| All | +13.8% | +24.3% | -10.5% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 1y: compounded portfolio wealth divided by compounded MA 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…
1y analysis · Full analysis span regression · 6 months rolling