+567.3%
VRT vs TAP
+2.0%
+565.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.0% | +2.9% |
| 7D | -21.4% | +0.5% | -21.9% | -21.2% |
| 30D | -25.8% | +9.1% | -35.0% | -25.0% |
| 3M | -33.5% | -3.8% | -29.7% | -33.4% |
| 6M | -49.0% | -3.4% | -45.6% | -48.7% |
| YTD | +12.9% | -10.6% | +23.6% | +13.7% |
| 1Y | 0.0% | -4.4% | +4.4% | +0.5% |
| 3Y | +361.8% | -24.4% | +386.2% | +366.5% |
| All | +567.3% | +2.0% | +565.4% | +560.4% |
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