+1,641.2%
VRT vs TE
-80.5%
+1,721.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.0% | -0.6% | -3.1% |
| 7D | +10.5% | -19.1% | +29.6% | +14.6% |
| 30D | -9.3% | -34.1% | +24.8% | -2.5% |
| 3M | -29.6% | -60.1% | +30.5% | -17.9% |
| 6M | -45.4% | -66.0% | +20.6% | -36.5% |
| YTD | +24.8% | -71.4% | +96.2% | +44.6% |
| 1Y | +23.6% | -45.3% | +68.9% | +27.0% |
| 3Y | +379.7% | +9.1% | +370.5% | +263.1% |
| 5Y | +660.3% | -82.6% | +742.9% | +694.8% |
| All | +1,641.2% | -80.5% | +1,721.6% | +1,447.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling