+654.4%
VRT vs MDY
+34.6%
+619.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.4% |
| 7D | +10.5% | +2.3% | +8.2% | +6.5% |
| 30D | -9.3% | +2.0% | -11.3% | -11.5% |
| 3M | -29.6% | -5.6% | -24.0% | -20.8% |
| 6M | -45.4% | +1.3% | -46.6% | -44.9% |
| YTD | +24.8% | +12.3% | +12.5% | +7.0% |
| 1Y | +23.6% | +15.8% | +7.8% | +1.1% |
| 3Y | +379.7% | +56.5% | +323.2% | +146.9% |
| All | +654.4% | +34.6% | +619.8% | +388.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling