+2,723.0%
VRT vs MSCI
+282.2%
+2,440.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +9.1% | +0.4% | +8.7% | +8.9% |
| 30D | +0.9% | +0.6% | +0.4% | +0.5% |
| 3M | -13.4% | -7.1% | -6.3% | -11.9% |
| 6M | +11.7% | +0.8% | +10.9% | +7.6% |
| YTD | +73.2% | +1.0% | +72.2% | +65.3% |
| 1Y | +123.4% | +4.3% | +119.1% | +106.2% |
| 3Y | +606.2% | +9.9% | +596.2% | +519.3% |
| 5Y | +899.9% | -6.8% | +906.7% | +827.6% |
| All | +2,723.0% | +282.2% | +2,440.9% | +1,641.4% |
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 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