+654.4%
VRT vs MKTX
-54.6%
+709.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +10.5% | +0.2% | +10.3% | +10.5% |
| 30D | -9.3% | +0.9% | -10.2% | -9.4% |
| 3M | -29.6% | +2.6% | -32.2% | -29.8% |
| 6M | -45.4% | +20.4% | -65.8% | -46.5% |
| YTD | +24.8% | -7.1% | +31.9% | +26.9% |
| 1Y | +23.6% | -2.8% | +26.4% | +24.5% |
| 3Y | +379.7% | -21.7% | +401.4% | +368.5% |
| All | +654.4% | -54.6% | +709.0% | +776.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling