+112.8%
VRT vs MULL
+2,620.5%
-2,507.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +5.4% | -15.0% | -11.1% |
| 7D | +2.4% | +14.8% | -12.4% | -1.7% |
| 30D | -2.7% | +36.6% | -39.2% | -11.6% |
| 3M | -9.2% | -8.9% | -0.3% | -15.0% |
| 6M | -0.5% | +311.9% | -312.4% | -49.1% |
| YTD | +62.3% | +579.8% | -517.5% | -32.8% |
| 1Y | +109.6% | +2,421.5% | -2,312.0% | -48.9% |
| All | +112.8% | +2,620.5% | -2,507.7% | -58.4% |
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