+644.6%
VRT vs MDY
+51.1%
+593.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +4.8% |
| 7D | +13.6% | +1.0% | +12.6% | +11.6% |
| 30D | +6.8% | -3.1% | +9.9% | +13.1% |
| 3M | -3.2% | +1.8% | -5.1% | -4.9% |
| 6M | +20.3% | +10.8% | +9.5% | +4.0% |
| YTD | +79.6% | +14.4% | +65.2% | +47.6% |
| 1Y | +139.0% | +15.2% | +123.8% | +95.0% |
| 3Y | +644.6% | +51.2% | +593.4% | +366.3% |
| All | +644.6% | +51.1% | +593.5% | +366.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling