+1,934.0%
VRT vs MO
+151.5%
+1,782.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -3.7% |
| 7D | +10.5% | +3.3% | +7.2% | +10.0% |
| 30D | -9.3% | +7.5% | -16.9% | -10.4% |
| 3M | -29.6% | +22.8% | -52.4% | -32.1% |
| 6M | -45.4% | +13.4% | -58.7% | -46.9% |
| YTD | +24.8% | +43.0% | -18.2% | +14.6% |
| 1Y | +23.6% | +45.2% | -21.6% | +13.0% |
| 3Y | +379.7% | +145.5% | +234.1% | +253.1% |
| 5Y | +660.3% | +157.1% | +503.3% | +449.1% |
| All | +1,934.0% | +151.5% | +1,782.4% | +1,204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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