+2,545.5%
VRT vs MTB
+77.9%
+2,467.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.5% |
| 7D | +2.4% | +1.1% | +1.3% | +2.0% |
| 30D | -2.7% | -4.6% | +1.9% | -0.9% |
| 3M | -9.2% | +6.3% | -15.4% | -11.5% |
| 6M | -0.5% | +15.6% | -16.1% | -6.3% |
| YTD | +62.3% | +20.6% | +41.8% | +50.1% |
| 1Y | +109.6% | +22.5% | +87.0% | +91.8% |
| 3Y | +573.1% | +114.4% | +458.6% | +398.4% |
| 5Y | +953.6% | +101.9% | +851.7% | +705.6% |
| All | +2,545.5% | +77.9% | +2,467.6% | +1,708.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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