+2,826.7%
VRT vs TDY
+167.7%
+2,659.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.3% |
| 7D | +13.6% | -0.9% | +14.5% | +14.3% |
| 30D | +6.8% | -12.5% | +19.2% | +17.6% |
| 3M | -3.2% | -1.2% | -2.0% | -1.6% |
| 6M | +20.3% | -6.6% | +26.9% | +27.7% |
| YTD | +79.6% | +18.5% | +61.1% | +60.5% |
| 1Y | +139.0% | +10.8% | +128.2% | +122.9% |
| 3Y | +644.6% | +47.5% | +597.1% | +472.1% |
| 5Y | +1,024.4% | +35.8% | +988.6% | +816.8% |
| All | +2,826.7% | +167.7% | +2,659.0% | +1,651.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling