+21.0%
VRT vs MA
+17.3%
+3.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +0.7% |
| 7D | +18.6% | -0.5% | +19.1% | +18.2% |
| 30D | -11.7% | +7.9% | -19.6% | -6.4% |
| 3M | -27.3% | +16.8% | -44.1% | -18.6% |
| 6M | -42.9% | +31.0% | -73.9% | -30.3% |
| YTD | +29.5% | +15.0% | +14.4% | +51.6% |
| 1Y | +21.0% | +17.0% | +4.0% | +42.0% |
| All | +21.0% | +17.3% | +3.8% | +42.0% |
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 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