+2,397.0%
VRT vs TENB
+7.2%
+2,389.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.9% | -0.7% | -4.2% |
| 7D | -7.7% | -7.1% | -0.6% | -5.7% |
| 30D | -12.0% | -15.4% | +3.4% | -8.3% |
| 3M | -11.7% | +19.5% | -31.2% | -17.9% |
| 6M | -8.1% | +54.8% | -62.9% | -22.8% |
| YTD | +53.2% | +36.1% | +17.1% | +32.6% |
| 1Y | +81.7% | +7.0% | +74.7% | +70.1% |
| 3Y | +535.3% | -27.6% | +562.8% | +565.8% |
| 5Y | +916.4% | -30.5% | +946.8% | +946.8% |
| All | +2,397.0% | +7.2% | +2,389.8% | +1,931.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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