+916.4%
VRT vs MKTX
-60.6%
+976.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -7.7% | -0.2% | -7.5% | -7.7% |
| 30D | -12.0% | +0.8% | -12.8% | -12.0% |
| 3M | -11.7% | +41.1% | -52.8% | -15.6% |
| 6M | -8.1% | -9.5% | +1.5% | -6.1% |
| YTD | +53.2% | -8.7% | +61.9% | +56.0% |
| 1Y | +81.7% | -10.0% | +91.6% | +85.1% |
| 3Y | +535.3% | -24.6% | +559.9% | +526.5% |
| 5Y | +916.4% | -60.3% | +976.7% | +1,049.4% |
| All | +916.4% | -60.6% | +976.9% | +1,049.4% |
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 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