+13.8%
VRT vs MULL
+444.9%
-431.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -13.8% | +0.9% | -9.6% |
| 7D | -15.4% | -35.9% | +20.5% | -6.1% |
| 30D | -19.0% | -47.3% | +28.4% | -6.5% |
| 3M | -23.8% | -30.6% | +6.7% | -18.5% |
| 6M | -37.9% | +13.7% | -51.6% | -47.9% |
| YTD | +27.0% | +272.1% | -245.2% | -31.1% |
| 1Y | +13.8% | +475.1% | -461.3% | -47.5% |
| All | +13.8% | +444.9% | -431.1% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling