+573.1%
VRT vs MXL
+209.6%
+363.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +7.5% | -17.1% | -11.5% |
| 7D | +2.4% | +19.0% | -16.6% | -2.3% |
| 30D | -2.7% | +4.5% | -7.2% | -4.4% |
| 3M | -9.2% | -1.5% | -7.7% | -11.7% |
| 6M | -0.5% | +348.6% | -349.1% | -46.8% |
| YTD | +62.3% | +310.3% | -247.9% | -10.5% |
| 1Y | +109.6% | +344.7% | -235.1% | +11.0% |
| All | +573.1% | +209.6% | +363.5% | +275.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling