+1,917.9%
VRT vs MSCI
+331.2%
+1,586.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.2% |
| 7D | -10.6% | +1.5% | -12.1% | -11.4% |
| 30D | -17.4% | +14.4% | -31.8% | -22.9% |
| 3M | -26.4% | +15.2% | -41.6% | -31.7% |
| 6M | -41.0% | +11.2% | -52.2% | -45.6% |
| YTD | +23.8% | +13.9% | +9.9% | +10.8% |
| 1Y | +11.6% | +12.5% | -0.9% | +0.4% |
| 3Y | +403.5% | +32.3% | +371.2% | +298.6% |
| 5Y | +647.0% | +4.9% | +642.2% | +552.1% |
| All | +1,917.9% | +331.2% | +1,586.7% | +1,067.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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