+1,678.9%
VRT vs MSCI
+337.5%
+1,341.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.7% | -11.3% | -12.8% |
| 7D | -28.1% | +6.0% | -34.2% | -30.3% |
| 30D | -30.2% | +18.2% | -48.4% | -35.8% |
| 3M | -36.4% | +15.1% | -51.5% | -41.0% |
| 6M | -48.2% | +13.7% | -61.9% | -52.7% |
| YTD | +9.2% | +15.6% | -6.4% | -3.0% |
| 1Y | -7.2% | +16.3% | -23.6% | -18.0% |
| 3Y | +338.7% | +36.9% | +301.8% | +241.1% |
| 5Y | +542.8% | +6.3% | +536.5% | +457.7% |
| All | +1,678.9% | +337.5% | +1,341.4% | +922.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling