+21.0%
VRT vs VMC
-4.3%
+25.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.9% |
| 7D | +18.6% | -1.7% | +20.3% | +19.2% |
| 30D | -11.7% | +15.3% | -26.9% | -15.4% |
| 3M | -27.3% | +0.3% | -27.6% | -27.1% |
| 6M | -42.9% | +0.9% | -43.7% | -43.4% |
| YTD | +29.5% | -1.0% | +30.5% | +12.1% |
| 1Y | +21.0% | -4.3% | +25.4% | +9.7% |
| All | +21.0% | -4.3% | +25.4% | +9.7% |
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