+57.2%
VRT vs MULL
+1,070.1%
-1,012.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.4% |
| 7D | -17.7% | -32.2% | +14.5% | -9.1% |
| 30D | -20.0% | -55.4% | +35.4% | -1.6% |
| 3M | -28.1% | -41.3% | +13.2% | -19.5% |
| 6M | -42.8% | -44.9% | +2.1% | -43.8% |
| YTD | +20.0% | +192.4% | -172.4% | -38.8% |
| 1Y | +3.5% | +239.4% | -235.9% | -51.4% |
| All | +57.2% | +1,070.1% | -1,012.8% | -62.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling