+2,545.5%
VRT vs MAR
+179.8%
+2,365.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.8% | -10.4% | -10.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -2.7% | -4.7% | +2.0% | -0.2% |
| 3M | -9.2% | -15.6% | +6.4% | -1.3% |
| 6M | -0.5% | +1.2% | -1.7% | -2.8% |
| YTD | +62.3% | +7.5% | +54.8% | +52.3% |
| 1Y | +109.6% | +26.6% | +82.9% | +76.8% |
| 3Y | +573.1% | +66.0% | +507.1% | +395.2% |
| 5Y | +953.6% | +154.1% | +799.5% | +539.9% |
| All | +2,545.5% | +179.8% | +2,365.7% | +1,173.1% |
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