+2,723.0%
VRT vs VMC
+149.9%
+2,573.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.4% | +3.8% |
| 7D | +9.1% | -4.3% | +13.4% | +12.1% |
| 30D | +0.9% | -8.2% | +9.2% | +6.3% |
| 3M | -13.4% | -7.0% | -6.3% | -10.3% |
| 6M | +11.7% | -10.8% | +22.4% | +18.7% |
| YTD | +73.2% | -7.4% | +80.6% | +76.8% |
| 1Y | +123.4% | -9.5% | +132.9% | +131.0% |
| 3Y | +606.2% | +20.5% | +585.7% | +515.2% |
| 5Y | +899.9% | +51.6% | +848.3% | +672.0% |
| All | +2,723.0% | +149.9% | +2,573.2% | +1,448.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling