+67.7%
T vs VRT
+900.3%
-832.6%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -1.9% |
| 7D | -1.3% | +9.1% | -10.4% | -1.2% |
| 30D | +11.4% | +0.9% | +10.4% | +11.4% |
| 3M | +14.3% | -13.4% | +27.7% | +14.2% |
| 6M | -9.3% | +11.7% | -21.0% | -9.3% |
| YTD | +7.1% | +73.2% | -66.1% | +6.9% |
| 1Y | -9.1% | +123.4% | -132.5% | -9.5% |
| 3Y | +105.3% | +606.2% | -500.8% | +90.1% |
| All | +67.7% | +900.3% | -832.6% | +39.6% |
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