+397.6%
VRT vs TAP
-24.6%
+422.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.4% |
| 7D | +18.6% | -6.3% | +24.9% | +16.0% |
| 30D | -11.7% | +2.7% | -14.4% | -10.2% |
| 3M | -27.3% | -3.7% | -23.6% | -27.3% |
| 6M | -42.9% | -2.0% | -40.8% | -42.0% |
| YTD | +29.5% | -12.3% | +41.8% | +29.3% |
| 1Y | +21.0% | -10.1% | +31.1% | +21.7% |
| All | +397.6% | -24.6% | +422.2% | +367.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling