+2,486.9%
VRT vs TGT
+149.3%
+2,337.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | -8.4% | -5.2% | -3.1% | -6.9% |
| 30D | -10.9% | +1.2% | -12.0% | -11.3% |
| 3M | -13.7% | +18.4% | -32.1% | -18.4% |
| 6M | -4.1% | +33.4% | -37.6% | -12.8% |
| YTD | +58.7% | +63.8% | -5.1% | +35.4% |
| 1Y | +89.6% | +77.2% | +12.5% | +57.3% |
| 3Y | +558.1% | +41.8% | +516.4% | +453.5% |
| 5Y | +953.0% | -25.5% | +978.5% | +943.3% |
| All | +2,486.9% | +149.3% | +2,337.5% | +2,125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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