+2,486.9%
VRT vs MXL
+337.1%
+2,149.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.5% | -3.9% | +1.4% |
| 7D | -8.4% | +18.9% | -27.2% | -13.1% |
| 30D | -10.9% | +0.3% | -11.2% | -11.7% |
| 3M | -13.7% | -8.0% | -5.6% | -15.2% |
| 6M | -4.1% | +341.2% | -345.4% | -50.3% |
| YTD | +58.7% | +327.8% | -269.1% | -16.9% |
| 1Y | +89.6% | +364.9% | -275.3% | -4.4% |
| 3Y | +558.1% | +229.2% | +328.9% | +229.4% |
| 5Y | +953.0% | +42.8% | +910.2% | +562.2% |
| All | +2,486.9% | +337.1% | +2,149.8% | +874.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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