+123.4%
VRT vs MA
-1.7%
+125.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +3.6% |
| 7D | +9.1% | -2.7% | +11.8% | +7.3% |
| 30D | +0.9% | +1.5% | -0.6% | +2.2% |
| 3M | -13.4% | +20.4% | -33.8% | -3.2% |
| 6M | +11.7% | +11.1% | +0.5% | +22.6% |
| YTD | +73.2% | +2.0% | +71.3% | +85.2% |
| 1Y | +123.4% | -2.2% | +125.6% | +147.9% |
| All | +123.4% | -1.7% | +125.1% | +147.9% |
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