+2,486.9%
VRT vs MKTX
-8.0%
+2,494.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -8.4% | -0.2% | -8.1% | -8.3% |
| 30D | -10.9% | +0.7% | -11.6% | -11.0% |
| 3M | -13.7% | +40.8% | -54.5% | -19.7% |
| 6M | -4.1% | -8.0% | +3.9% | -3.0% |
| YTD | +58.7% | -8.7% | +67.5% | +60.5% |
| 1Y | +89.6% | -11.8% | +101.5% | +92.6% |
| 3Y | +558.1% | -24.0% | +582.2% | +554.6% |
| 5Y | +953.0% | -60.3% | +1,013.3% | +1,143.6% |
| All | +2,486.9% | -8.0% | +2,494.8% | +2,524.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling