+2,010.2%
VRT vs TGT
+159.3%
+1,850.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | +18.6% | +2.6% | +16.0% | +17.9% |
| 30D | -11.7% | +6.6% | -18.3% | -13.4% |
| 3M | -27.3% | +5.2% | -32.5% | -28.7% |
| 6M | -42.9% | +35.3% | -78.2% | -48.3% |
| YTD | +29.5% | +70.3% | -40.8% | +8.9% |
| 1Y | +21.0% | +81.2% | -60.1% | -0.4% |
| 3Y | +403.1% | +66.9% | +336.2% | +300.1% |
| 5Y | +688.8% | -27.2% | +716.0% | +678.4% |
| All | +2,010.2% | +159.3% | +1,850.9% | +1,689.2% |
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