+746.2%
VRT vs TOST
-46.9%
+793.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.1% | -4.8% |
| 7D | +10.5% | 0.0% | +10.5% | +10.4% |
| 30D | -9.3% | +16.2% | -25.5% | -14.6% |
| 3M | -29.6% | -1.5% | -28.1% | -30.1% |
| 6M | -45.4% | +55.3% | -100.7% | -54.6% |
| YTD | +24.8% | -2.3% | +27.2% | +19.1% |
| 1Y | +23.6% | -5.5% | +29.1% | +19.3% |
| 3Y | +379.7% | +151.1% | +228.5% | +221.1% |
| 5Y | +660.3% | -27.9% | +688.3% | +464.0% |
| All | +746.2% | -46.9% | +793.0% | +533.9% |
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