-6.4%
T vs VRT
+12.3%
-18.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -12.9% | +14.9% | +1.0% |
| 7D | +5.5% | -15.4% | +20.8% | +4.2% |
| 30D | -8.9% | -19.0% | +10.0% | -10.0% |
| 3M | -5.6% | -23.8% | +18.3% | -6.8% |
| 6M | -14.3% | -37.9% | +23.6% | -16.3% |
| YTD | -7.9% | +27.0% | -34.9% | -6.8% |
| 1Y | -6.4% | +13.8% | -20.2% | -5.8% |
| All | -6.4% | +12.3% | -18.7% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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