+135.4%
VRT vs MULL
+2,481.0%
-2,345.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +4.5% |
| 7D | +13.6% | +14.0% | -0.4% | +9.5% |
| 30D | +6.8% | +24.8% | -18.0% | -0.4% |
| 3M | -3.2% | -16.1% | +12.9% | -7.2% |
| 6M | +20.3% | +330.9% | -310.6% | -39.4% |
| YTD | +79.6% | +545.0% | -465.4% | -24.4% |
| 1Y | +139.0% | +2,427.1% | -2,288.1% | -41.9% |
| All | +135.4% | +2,481.0% | -2,345.6% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling