+1,855.0%
VRT vs MAR
+261.5%
+1,593.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.7% | -5.8% | -4.6% |
| 7D | -17.7% | +2.9% | -20.5% | -19.0% |
| 30D | -20.0% | +17.0% | -37.1% | -26.9% |
| 3M | -28.1% | +23.2% | -51.2% | -36.3% |
| 6M | -42.8% | +21.7% | -64.6% | -49.8% |
| YTD | +20.0% | +38.9% | -18.9% | -2.7% |
| 1Y | +3.5% | +48.7% | -45.2% | -19.7% |
| 3Y | +366.1% | +122.9% | +243.2% | +189.7% |
| 5Y | +632.2% | +177.5% | +454.7% | +312.8% |
| All | +1,855.0% | +261.5% | +1,593.5% | +713.2% |
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