+1,978.7%
VRT vs TLT
-13.2%
+1,991.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +0.5% | -1.0% | +1.5% | +0.4% |
| 30D | -13.7% | +3.7% | -17.4% | -13.7% |
| 3M | -26.7% | -0.8% | -25.9% | -26.7% |
| 6M | -43.8% | -3.6% | -40.3% | -43.9% |
| YTD | +27.6% | -3.9% | +31.5% | +27.5% |
| 1Y | +15.5% | -6.2% | +21.7% | +15.3% |
| 3Y | +395.6% | +4.2% | +391.4% | +392.9% |
| 5Y | +677.3% | -34.7% | +712.0% | +660.4% |
| All | +1,978.7% | -13.2% | +1,991.9% | +1,819.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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