+1,934.0%
VRT vs VMC
+165.6%
+1,768.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.1% | -3.3% |
| 7D | +10.5% | -1.3% | +11.8% | +11.5% |
| 30D | -9.3% | +15.5% | -24.8% | -17.8% |
| 3M | -29.6% | +0.6% | -30.2% | -30.4% |
| 6M | -45.4% | +2.1% | -47.4% | -47.1% |
| YTD | +24.8% | -1.6% | +26.4% | +21.8% |
| 1Y | +23.6% | -1.2% | +24.8% | +20.4% |
| 3Y | +379.7% | +35.3% | +344.3% | +285.0% |
| 5Y | +660.3% | +43.6% | +616.7% | +492.3% |
| All | +1,934.0% | +165.6% | +1,768.4% | +966.3% |
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