+2,723.0%
VRT vs TLT
-12.2%
+2,735.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.4% |
| 6M | +11.7% | -5.6% | +17.3% | +11.5% |
| YTD | +73.2% | -2.8% | +76.0% | +73.1% |
| 1Y | +123.4% | -1.4% | +124.9% | +123.3% |
| 3Y | +606.2% | -1.6% | +607.8% | +602.9% |
| 5Y | +899.9% | -33.8% | +933.7% | +878.1% |
| All | +2,723.0% | -12.2% | +2,735.3% | +2,506.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling