+13.8%
VRT vs MKTX
+5.4%
+8.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | 0.0% | -12.8% | -12.9% |
| 7D | -15.4% | +0.5% | -15.9% | -15.3% |
| 30D | -19.0% | +1.0% | -19.9% | -18.8% |
| 3M | -23.8% | +2.5% | -26.3% | -23.5% |
| 6M | -37.9% | +8.0% | -45.9% | -37.1% |
| YTD | +27.0% | -7.3% | +34.2% | +22.8% |
| 1Y | +13.8% | +4.7% | +9.1% | +11.9% |
| All | +13.8% | +5.4% | +8.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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