+1,917.9%
VRT vs TAP
-27.9%
+1,945.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.2% | +10.8% | +9.7% |
| 7D | -10.6% | -7.8% | -2.8% | -10.3% |
| 30D | -17.4% | +7.1% | -24.6% | -18.0% |
| 3M | -26.4% | -7.0% | -19.3% | -26.1% |
| 6M | -41.0% | -3.8% | -37.2% | -41.1% |
| YTD | +23.8% | -11.7% | +35.5% | +24.6% |
| 1Y | +11.6% | -10.1% | +21.7% | +11.9% |
| 3Y | +403.5% | -23.7% | +427.2% | +408.8% |
| 5Y | +647.0% | +2.9% | +644.1% | +602.1% |
| All | +1,917.9% | -27.9% | +1,945.8% | +1,726.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling