0.0%
VRT vs MA
+19.4%
-19.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.1% |
| 7D | -21.4% | +2.3% | -23.7% | -19.6% |
| 30D | -25.8% | +14.7% | -40.5% | -18.0% |
| 3M | -33.5% | +13.5% | -47.0% | -26.8% |
| 6M | -49.0% | +33.1% | -82.1% | -37.3% |
| YTD | +12.9% | +15.1% | -2.1% | +31.8% |
| 1Y | 0.0% | +18.7% | -18.7% | +17.6% |
| All | 0.0% | +19.4% | -19.4% | +17.6% |
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 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