+2,723.0%
VRT vs TNA
-13.0%
+2,736.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.6% | +4.1% |
| 7D | +9.1% | -0.1% | +9.2% | +9.1% |
| 30D | +0.9% | -4.9% | +5.8% | +2.8% |
| 3M | -13.4% | +0.4% | -13.8% | -13.1% |
| 6M | +11.7% | +32.5% | -20.8% | +0.8% |
| YTD | +73.2% | +53.7% | +19.5% | +47.9% |
| 1Y | +123.4% | +65.1% | +58.3% | +84.8% |
| 3Y | +606.2% | +98.4% | +507.7% | +411.7% |
| 5Y | +899.9% | -22.5% | +922.4% | +786.5% |
| All | +2,723.0% | -13.0% | +2,736.0% | +1,501.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling