+1,855.0%
VRT vs MA
+246.8%
+1,608.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.4% |
| 7D | -17.7% | +1.8% | -19.5% | -18.6% |
| 30D | -20.0% | +11.8% | -31.8% | -25.0% |
| 3M | -28.1% | +17.2% | -45.2% | -34.5% |
| 6M | -42.8% | +33.4% | -76.2% | -52.4% |
| YTD | +20.0% | +16.1% | +3.8% | +6.9% |
| 1Y | +3.5% | +19.9% | -16.4% | -9.8% |
| 3Y | +366.1% | +70.1% | +296.0% | +225.4% |
| 5Y | +632.2% | +89.6% | +542.5% | +387.7% |
| All | +1,855.0% | +246.8% | +1,608.2% | +1,009.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling