+6.8%
VRT vs TAP
-10.2%
+17.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.2% | +10.8% | +8.9% |
| 7D | -10.6% | -7.8% | -2.8% | -14.3% |
| 30D | -17.4% | +7.1% | -24.6% | -13.6% |
| 3M | -26.4% | -7.0% | -19.3% | -27.5% |
| 6M | -41.0% | -3.8% | -37.2% | -39.5% |
| YTD | +23.8% | -11.7% | +35.5% | +28.3% |
| All | +6.8% | -10.2% | +17.1% | +9.9% |
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