+2,826.7%
VRT vs MKTX
-7.8%
+2,834.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +13.6% | +0.4% | +13.2% | +13.5% |
| 30D | +6.8% | +1.0% | +5.8% | +6.6% |
| 3M | -3.2% | +41.3% | -44.5% | -10.0% |
| 6M | +20.3% | -11.3% | +31.7% | +22.7% |
| YTD | +79.6% | -8.6% | +88.1% | +81.6% |
| 1Y | +139.0% | -11.1% | +150.1% | +142.1% |
| 3Y | +644.6% | -24.5% | +669.1% | +642.5% |
| 5Y | +1,024.4% | -61.4% | +1,085.8% | +1,238.5% |
| All | +2,826.7% | -7.8% | +2,834.5% | +2,867.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling