+2,397.0%
VRT vs TNA
-20.2%
+2,417.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.0% | -2.6% | -4.5% |
| 7D | -7.7% | -7.6% | -0.1% | -4.8% |
| 30D | -12.0% | -13.6% | +1.7% | -7.0% |
| 3M | -11.7% | +2.8% | -14.5% | -12.0% |
| 6M | -8.1% | +34.5% | -42.6% | -17.2% |
| YTD | +53.2% | +41.0% | +12.2% | +35.2% |
| 1Y | +81.7% | +52.0% | +29.6% | +55.2% |
| 3Y | +535.3% | +103.5% | +431.8% | +359.3% |
| 5Y | +916.4% | -22.5% | +938.9% | +812.4% |
| All | +2,397.0% | -20.2% | +2,417.2% | +1,364.2% |
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