+13.8%
VRT vs MDY
+17.5%
-3.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.6% | -13.5% | -14.3% |
| 7D | -15.4% | +1.7% | -17.1% | -18.7% |
| 30D | -19.0% | +1.2% | -20.1% | -21.1% |
| 3M | -23.8% | -3.5% | -20.4% | -17.0% |
| 6M | -37.9% | +3.5% | -41.4% | -40.3% |
| YTD | +27.0% | +13.6% | +13.4% | +0.7% |
| 1Y | +13.8% | +17.1% | -3.3% | -13.0% |
| All | +13.8% | +17.5% | -3.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling