+139.0%
VRT vs TAP
-19.0%
+158.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.1% | +7.8% | +1.8% |
| 7D | +13.6% | -2.3% | +15.9% | +12.5% |
| 30D | +6.8% | -9.4% | +16.2% | +2.6% |
| 3M | -3.2% | -0.8% | -2.4% | -2.6% |
| 6M | +20.3% | -14.7% | +35.1% | +17.5% |
| YTD | +79.6% | -13.9% | +93.5% | +79.2% |
| 1Y | +139.0% | -18.6% | +157.6% | +142.5% |
| All | +139.0% | -19.0% | +158.0% | +142.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling