+1,934.0%
VRT vs MAR
+257.2%
+1,676.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.4% |
| 7D | +10.5% | +1.6% | +8.9% | +9.5% |
| 30D | -9.3% | +13.8% | -23.1% | -15.8% |
| 3M | -29.6% | +20.3% | -49.9% | -36.8% |
| 6M | -45.4% | +21.3% | -66.7% | -52.0% |
| YTD | +24.8% | +37.2% | -12.4% | +1.9% |
| 1Y | +23.6% | +48.4% | -24.8% | -4.0% |
| 3Y | +379.7% | +120.1% | +259.5% | +200.2% |
| 5Y | +660.3% | +182.1% | +478.3% | +326.6% |
| All | +1,934.0% | +257.2% | +1,676.8% | +751.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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