+89.6%
VRT vs MKTX
-10.6%
+100.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | -8.4% | -0.2% | -8.1% | -8.4% |
| 30D | -10.9% | +0.7% | -11.6% | -10.7% |
| 3M | -13.7% | +40.8% | -54.5% | -4.0% |
| 6M | -4.1% | -8.0% | +3.9% | -8.7% |
| YTD | +58.7% | -8.7% | +67.5% | +48.7% |
| 1Y | +89.6% | -11.8% | +101.5% | +70.4% |
| All | +89.6% | -10.6% | +100.2% | +70.4% |
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