+2,397.0%
VRT vs MDY
+107.6%
+2,289.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -4.5% |
| 7D | -7.7% | -2.5% | -5.2% | -4.7% |
| 30D | -12.0% | -5.0% | -6.9% | -6.0% |
| 3M | -11.7% | +0.5% | -12.1% | -11.0% |
| 6M | -8.1% | +8.0% | -16.1% | -14.2% |
| YTD | +53.2% | +12.2% | +41.1% | +37.5% |
| 1Y | +81.7% | +14.0% | +67.7% | +60.8% |
| 3Y | +535.3% | +48.2% | +487.1% | +344.6% |
| 5Y | +916.4% | +46.1% | +870.3% | +656.4% |
| All | +2,397.0% | +107.6% | +2,289.4% | +1,124.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling