+647.0%
VRT vs MAR
+158.9%
+488.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.5% | +9.5% |
| 7D | -10.6% | +0.2% | -10.8% | -10.8% |
| 30D | -17.4% | +14.0% | -31.4% | -25.6% |
| 3M | -26.4% | +18.1% | -44.5% | -35.7% |
| 6M | -41.0% | +18.6% | -59.6% | -50.0% |
| YTD | +23.8% | +35.3% | -11.4% | -7.1% |
| 1Y | +11.6% | +44.5% | -32.9% | -21.5% |
| 3Y | +403.5% | +120.7% | +282.8% | +137.0% |
| 5Y | +647.0% | +164.1% | +483.0% | +203.1% |
| All | +647.0% | +158.9% | +488.1% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling