+2,486.9%
VRT vs MTCH
+25.6%
+2,461.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.2% |
| 7D | -8.4% | +1.3% | -9.6% | -8.8% |
| 30D | -10.9% | +15.9% | -26.7% | -15.1% |
| 3M | -13.7% | +23.3% | -37.0% | -20.1% |
| 6M | -4.1% | +40.1% | -44.3% | -15.3% |
| YTD | +58.7% | +33.6% | +25.2% | +41.5% |
| 1Y | +89.6% | +14.1% | +75.5% | +77.5% |
| 3Y | +558.1% | +1.4% | +556.7% | +512.3% |
| 5Y | +953.0% | -73.1% | +1,026.1% | +1,293.5% |
| All | +2,486.9% | +25.6% | +2,461.2% | +2,634.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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