+2,316.6%
VRT vs TE
-53.0%
+2,369.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +4.1% |
| 7D | +9.1% | -4.0% | +13.1% | +9.8% |
| 30D | +0.9% | -15.9% | +16.8% | +3.4% |
| 3M | -13.4% | -60.5% | +47.2% | -0.6% |
| 6M | +11.7% | -35.2% | +46.9% | +14.3% |
| YTD | +73.2% | -31.1% | +104.4% | +72.9% |
| 1Y | +123.4% | +148.6% | -25.2% | +71.1% |
| 3Y | +606.2% | -26.4% | +632.6% | +502.7% |
| 5Y | +899.9% | -48.0% | +947.9% | +785.4% |
| All | +2,316.6% | -53.0% | +2,369.6% | +1,751.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling