+654.4%
VRT vs MSCI
+6.7%
+647.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -5.0% | -4.3% |
| 7D | +10.5% | +3.0% | +7.5% | +8.9% |
| 30D | -9.3% | +17.8% | -27.1% | -17.2% |
| 3M | -29.6% | +15.2% | -44.8% | -35.2% |
| 6M | -45.4% | +16.5% | -61.8% | -51.5% |
| YTD | +24.8% | +16.4% | +8.4% | +8.4% |
| 1Y | +23.6% | +16.8% | +6.8% | +6.9% |
| 3Y | +379.7% | +35.8% | +343.9% | +245.1% |
| All | +654.4% | +6.7% | +647.7% | +518.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling