+905.2%
VRT vs TLT
-33.4%
+938.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +9.1% | -0.4% | +9.5% | +9.1% |
| 30D | +0.9% | -0.6% | +1.5% | +1.0% |
| 3M | -13.4% | -2.7% | -10.6% | -13.3% |
| 6M | +11.7% | -5.6% | +17.3% | +11.9% |
| YTD | +73.2% | -2.8% | +76.0% | +73.4% |
| 1Y | +123.4% | -1.4% | +124.9% | +123.4% |
| 3Y | +606.2% | -1.6% | +607.8% | +599.3% |
| All | +905.2% | -33.4% | +938.7% | +945.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling