+23.6%
VRT vs MULL
+322.2%
-298.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.2% | +1.6% | -2.3% |
| 7D | +10.5% | +24.5% | -14.0% | +4.2% |
| 30D | -9.3% | -35.5% | +26.2% | -1.0% |
| 3M | -29.6% | -44.8% | +15.2% | -21.6% |
| 6M | -45.4% | -45.5% | +0.1% | -44.1% |
| YTD | +24.8% | +232.5% | -207.7% | -29.1% |
| 1Y | +23.6% | +343.3% | -319.6% | -36.7% |
| All | +23.6% | +322.2% | -298.6% | -36.7% |
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