+916.4%
VRT vs MXL
+29.7%
+886.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -4.7% |
| 7D | -7.7% | +16.6% | -24.3% | -12.1% |
| 30D | -12.0% | +0.5% | -12.4% | -12.9% |
| 3M | -11.7% | -3.6% | -8.0% | -14.5% |
| 6M | -8.1% | +328.0% | -336.1% | -54.9% |
| YTD | +53.2% | +297.8% | -244.6% | -22.7% |
| 1Y | +81.7% | +339.4% | -257.8% | -12.9% |
| 3Y | +535.3% | +201.7% | +333.5% | +202.9% |
| 5Y | +916.4% | +32.8% | +883.6% | +566.1% |
| All | +916.4% | +29.7% | +886.6% | +566.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling