+2,723.0%
VRT vs TGT
+163.1%
+2,559.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +9.1% | +0.8% | +8.3% | +8.9% |
| 30D | +0.9% | +12.2% | -11.3% | -2.4% |
| 3M | -13.4% | +33.8% | -47.2% | -21.0% |
| 6M | +11.7% | +39.3% | -27.6% | +0.3% |
| YTD | +73.2% | +72.9% | +0.4% | +45.5% |
| 1Y | +123.4% | +84.6% | +38.9% | +83.2% |
| 3Y | +606.2% | +46.2% | +559.9% | +489.5% |
| 5Y | +899.9% | -21.3% | +921.2% | +875.2% |
| All | +2,723.0% | +163.1% | +2,559.9% | +2,291.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling