+2,826.7%
VRT vs VMC
+145.7%
+2,681.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.7% |
| 7D | +13.6% | -0.5% | +14.2% | +13.9% |
| 30D | +6.8% | -9.1% | +15.9% | +13.1% |
| 3M | -3.2% | -4.1% | +0.9% | -1.8% |
| 6M | +20.3% | -5.5% | +25.9% | +23.2% |
| YTD | +79.6% | -8.9% | +88.5% | +85.2% |
| 1Y | +139.0% | -12.9% | +151.9% | +153.5% |
| 3Y | +644.6% | +22.1% | +622.5% | +543.3% |
| 5Y | +1,024.4% | +52.7% | +971.6% | +767.3% |
| All | +2,826.7% | +145.7% | +2,681.0% | +1,521.5% |
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