+2,486.9%
VRT vs TDY
+167.1%
+2,319.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +2.7% |
| 7D | -8.4% | -1.1% | -7.2% | -7.5% |
| 30D | -10.9% | -12.0% | +1.2% | -2.0% |
| 3M | -13.7% | -3.2% | -10.5% | -10.9% |
| 6M | -4.1% | -7.9% | +3.7% | +2.8% |
| YTD | +58.7% | +18.2% | +40.5% | +42.3% |
| 1Y | +89.6% | +6.7% | +83.0% | +82.1% |
| 3Y | +558.1% | +47.5% | +510.6% | +406.2% |
| 5Y | +953.0% | +39.5% | +913.5% | +746.6% |
| All | +2,486.9% | +167.1% | +2,319.7% | +1,452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling