+665.7%
VRT vs TOST
-46.9%
+712.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +3.9% |
| 7D | -21.4% | +9.4% | -30.8% | -24.0% |
| 30D | -25.8% | +13.5% | -39.3% | -29.5% |
| 3M | -33.5% | -0.1% | -33.4% | -34.4% |
| 6M | -49.0% | +22.5% | -71.5% | -54.2% |
| YTD | +12.9% | -2.4% | +15.3% | +7.9% |
| 1Y | 0.0% | -4.7% | +4.7% | -3.7% |
| 3Y | +361.8% | +103.2% | +258.6% | +231.4% |
| 5Y | +565.1% | -41.2% | +606.4% | +394.4% |
| All | +665.7% | -46.9% | +712.6% | +474.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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