+53.4%
T vs VRT
+561.8%
-508.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.5% | -4.3% | -0.8% |
| 7D | +1.0% | -21.4% | +22.4% | +0.7% |
| 30D | -10.6% | -25.8% | +15.2% | -10.9% |
| 3M | -7.7% | -33.5% | +25.8% | -8.1% |
| 6M | -13.3% | -49.0% | +35.7% | -13.8% |
| YTD | -8.8% | +12.9% | -21.7% | -9.2% |
| 1Y | -8.4% | 0.0% | -8.4% | -8.9% |
| 3Y | +59.6% | +361.8% | -302.2% | +47.8% |
| All | +53.4% | +561.8% | -508.4% | +28.7% |
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