+619.5%
VRT vs TLT
-1.0%
+620.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.4% |
| 7D | +9.1% | -0.4% | +9.5% | +9.1% |
| 30D | +0.9% | -0.6% | +1.5% | +0.9% |
| 3M | -13.4% | -2.7% | -10.6% | -13.7% |
| 6M | +11.7% | -5.6% | +17.3% | +10.4% |
| YTD | +73.2% | -2.8% | +76.0% | +72.5% |
| 1Y | +123.4% | -1.4% | +124.9% | +122.9% |
| All | +619.5% | -1.0% | +620.5% | +588.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling