+13.8%
VRT vs TE
-16.5%
+30.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -3.5% | -9.4% | -12.1% |
| 7D | -15.4% | +3.8% | -19.2% | -16.0% |
| 30D | -19.0% | -26.2% | +7.3% | -14.2% |
| 3M | -23.8% | -49.7% | +25.9% | -13.8% |
| 6M | -37.9% | -46.5% | +8.6% | -31.3% |
| YTD | +27.0% | -59.1% | +86.1% | +41.3% |
| 1Y | +13.8% | -25.8% | +39.6% | +4.3% |
| All | +13.8% | -16.5% | +30.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling