+361.8%
VRT vs MA
+71.7%
+290.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.5% |
| 7D | -21.4% | +2.3% | -23.7% | -21.6% |
| 30D | -25.8% | +14.7% | -40.5% | -27.6% |
| 3M | -33.5% | +13.5% | -47.0% | -35.1% |
| 6M | -49.0% | +33.1% | -82.1% | -52.9% |
| YTD | +12.9% | +15.1% | -2.1% | +11.8% |
| 1Y | 0.0% | +18.7% | -18.7% | -3.4% |
| 3Y | +361.8% | +72.1% | +289.7% | +202.5% |
| All | +361.8% | +71.7% | +290.1% | +202.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling