+644.6%
VRT vs MTB
+118.5%
+526.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | +13.6% | +2.8% | +10.9% | +12.2% |
| 30D | +6.8% | -4.2% | +10.9% | +8.9% |
| 3M | -3.2% | +7.8% | -11.0% | -6.9% |
| 6M | +20.3% | +14.8% | +5.5% | +12.1% |
| YTD | +79.6% | +20.8% | +58.8% | +62.6% |
| 1Y | +139.0% | +23.1% | +115.9% | +113.5% |
| 3Y | +644.6% | +114.8% | +529.8% | +483.2% |
| All | +644.6% | +118.5% | +526.1% | +483.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling