+654.4%
VRT vs TAP
+0.6%
+653.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.2% | -6.8% | -3.2% |
| 7D | +10.5% | +1.3% | +9.2% | +10.8% |
| 30D | -9.3% | +5.7% | -15.0% | -8.5% |
| 3M | -29.6% | -1.9% | -27.7% | -29.3% |
| 6M | -45.4% | +0.9% | -46.3% | -44.9% |
| YTD | +24.8% | -9.5% | +34.3% | +26.0% |
| 1Y | +23.6% | -9.0% | +32.6% | +24.7% |
| 3Y | +379.7% | -22.2% | +401.9% | +384.1% |
| All | +654.4% | +0.6% | +653.8% | +669.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling