+1,917.9%
VRT vs MA
+245.2%
+1,672.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.2% | +9.4% |
| 7D | -10.6% | -0.3% | -10.3% | -10.6% |
| 30D | -17.4% | +11.3% | -28.7% | -22.4% |
| 3M | -26.4% | +16.7% | -43.1% | -32.9% |
| 6M | -41.0% | +32.8% | -73.8% | -50.7% |
| YTD | +23.8% | +15.6% | +8.2% | +10.6% |
| 1Y | +11.6% | +19.6% | -8.0% | -2.6% |
| 3Y | +403.5% | +72.1% | +331.4% | +249.0% |
| 5Y | +647.0% | +96.0% | +551.0% | +390.6% |
| All | +1,917.9% | +245.2% | +1,672.7% | +1,047.6% |
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