+13.8%
VRT vs VMC
+3.7%
+10.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.6% | -17.5% | -13.7% |
| 7D | -15.4% | +12.3% | -27.7% | -18.0% |
| 30D | -19.0% | +21.2% | -40.2% | -23.2% |
| 3M | -23.8% | +4.6% | -28.4% | -24.5% |
| 6M | -37.9% | +3.9% | -41.7% | -38.5% |
| YTD | +27.0% | +5.0% | +22.0% | +11.1% |
| 1Y | +13.8% | +2.6% | +11.2% | +2.4% |
| All | +13.8% | +3.7% | +10.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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