+1,740.6%
VRT vs TER
+429.8%
+1,310.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.1% |
| 7D | -21.4% | -20.5% | -0.9% | -11.0% |
| 30D | -25.8% | -47.0% | +21.2% | +2.7% |
| 3M | -33.5% | -43.3% | +9.8% | -11.9% |
| 6M | -49.0% | -42.9% | -6.1% | -34.7% |
| YTD | +12.9% | +12.9% | +0.1% | -0.4% |
| 1Y | 0.0% | +18.2% | -18.2% | -13.6% |
| 3Y | +361.8% | +151.8% | +210.0% | +165.2% |
| 5Y | +565.1% | +54.2% | +510.9% | +354.0% |
| All | +1,740.6% | +429.8% | +1,310.8% | +784.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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