+2,010.2%
VRT vs MA
+243.5%
+1,766.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.2% |
| 7D | +18.6% | -0.5% | +19.1% | +18.9% |
| 30D | -11.7% | +7.9% | -19.6% | -15.6% |
| 3M | -27.3% | +16.8% | -44.1% | -33.7% |
| 6M | -42.9% | +31.0% | -73.9% | -51.9% |
| YTD | +29.5% | +15.0% | +14.4% | +16.0% |
| 1Y | +21.0% | +17.0% | +4.0% | +7.0% |
| 3Y | +403.1% | +68.5% | +334.6% | +252.9% |
| 5Y | +688.8% | +85.0% | +603.9% | +431.5% |
| All | +2,010.2% | +243.5% | +1,766.7% | +1,102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling