+1,934.0%
VRT vs TNA
-30.6%
+1,964.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | +10.5% | +3.7% | +6.8% | +9.1% |
| 30D | -9.3% | +4.4% | -13.7% | -10.7% |
| 3M | -29.6% | -26.7% | -2.9% | -20.9% |
| 6M | -45.4% | -12.8% | -32.5% | -42.3% |
| YTD | +24.8% | +22.7% | +2.2% | +16.1% |
| 1Y | +23.6% | +35.7% | -12.0% | +10.7% |
| 3Y | +379.7% | +134.6% | +245.1% | +234.9% |
| 5Y | +660.3% | -46.0% | +706.3% | +661.5% |
| All | +1,934.0% | -30.6% | +1,964.6% | +1,157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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