+1,855.0%
VRT vs VMC
+173.8%
+1,681.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -17.7% | +1.1% | -18.8% | -18.3% |
| 30D | -20.0% | +17.7% | -37.7% | -28.3% |
| 3M | -28.1% | +1.1% | -29.1% | -29.1% |
| 6M | -42.8% | +1.8% | -44.7% | -44.6% |
| YTD | +20.0% | +1.5% | +18.5% | +14.9% |
| 1Y | +3.5% | -1.1% | +4.6% | +1.0% |
| 3Y | +366.1% | +38.8% | +327.3% | +268.5% |
| 5Y | +632.2% | +49.6% | +582.6% | +457.4% |
| All | +1,855.0% | +173.8% | +1,681.1% | +906.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling