+81.7%
VRT vs MO
+11.0%
+70.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.3% | -6.9% | -5.1% |
| 7D | -7.7% | -1.0% | -6.7% | -8.0% |
| 30D | -12.0% | +5.8% | -17.7% | -9.7% |
| 3M | -11.7% | -4.5% | -7.1% | -12.0% |
| 6M | -8.1% | +5.7% | -13.8% | -6.8% |
| YTD | +53.2% | +23.1% | +30.1% | +65.5% |
| 1Y | +81.7% | +10.9% | +70.8% | +80.4% |
| All | +81.7% | +11.0% | +70.6% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling