+953.6%
VRT vs TNA
-22.1%
+975.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.1% | -5.5% | -7.6% |
| 7D | +2.4% | -3.6% | +6.0% | +4.4% |
| 30D | -2.7% | -10.1% | +7.4% | +2.6% |
| 3M | -9.2% | +2.7% | -11.9% | -9.7% |
| 6M | -0.5% | +38.4% | -38.9% | -15.1% |
| YTD | +62.3% | +45.4% | +16.9% | +34.3% |
| 1Y | +109.6% | +55.9% | +53.6% | +65.8% |
| 3Y | +573.1% | +109.8% | +463.3% | +307.9% |
| 5Y | +953.6% | -22.5% | +976.1% | +752.1% |
| All | +953.6% | -22.1% | +975.8% | +752.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling