+109.6%
VRT vs VMC
-15.3%
+124.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.3% | -6.4% | -8.5% |
| 7D | +2.4% | -5.3% | +7.7% | +4.2% |
| 30D | -2.7% | -12.3% | +9.6% | +1.3% |
| 3M | -9.2% | -10.3% | +1.1% | -6.9% |
| 6M | -0.5% | -8.6% | +8.1% | +2.4% |
| YTD | +62.3% | -11.9% | +74.2% | +54.7% |
| 1Y | +109.6% | -13.9% | +123.5% | +104.3% |
| All | +109.6% | -15.3% | +124.9% | +104.3% |
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 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