+1,024.4%
VRT vs MAR
+155.0%
+869.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +5.4% |
| 7D | +13.6% | -1.7% | +15.3% | +15.0% |
| 30D | +6.8% | -6.9% | +13.7% | +12.5% |
| 3M | -3.2% | -15.8% | +12.6% | +8.7% |
| 6M | +20.3% | +1.9% | +18.4% | +15.0% |
| YTD | +79.6% | +6.6% | +73.0% | +63.3% |
| 1Y | +139.0% | +23.7% | +115.3% | +87.7% |
| 3Y | +644.6% | +64.6% | +580.0% | +354.8% |
| 5Y | +1,024.4% | +156.4% | +868.0% | +443.6% |
| All | +1,024.4% | +155.0% | +869.4% | +443.6% |
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