+57.8%
T vs VRT
+650.8%
-592.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | -0.1% |
| 7D | +2.5% | +10.5% | -8.0% | +2.7% |
| 30D | -3.8% | -9.3% | +5.5% | -3.8% |
| 3M | -8.7% | -29.6% | +20.8% | -9.0% |
| 6M | -8.1% | -45.4% | +37.2% | -8.5% |
| YTD | -6.4% | +24.8% | -31.3% | -6.8% |
| 1Y | -9.8% | +23.6% | -33.4% | -10.1% |
| 3Y | +65.5% | +379.7% | -314.2% | +54.0% |
| All | +57.8% | +650.8% | -592.9% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling