+647.0%
VRT vs MTB
+67.9%
+579.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.3% | +7.3% | +8.4% |
| 7D | -10.6% | -0.8% | -9.8% | -10.2% |
| 30D | -17.4% | +2.4% | -19.8% | -18.5% |
| 3M | -26.4% | -10.5% | -15.9% | -22.0% |
| 6M | -41.0% | +6.4% | -47.4% | -43.5% |
| YTD | +23.8% | +12.8% | +11.0% | +14.6% |
| 1Y | +11.6% | +23.3% | -11.7% | -1.7% |
| 3Y | +403.5% | +108.2% | +295.2% | +228.7% |
| 5Y | +647.0% | +68.6% | +578.5% | +479.6% |
| All | +647.0% | +67.9% | +579.1% | +479.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling