+647.0%
VRT vs TOST
-40.0%
+687.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.3% | +9.3% | +9.5% |
| 7D | -10.6% | +4.0% | -14.6% | -12.1% |
| 30D | -17.4% | +11.1% | -28.5% | -21.1% |
| 3M | -26.4% | +0.8% | -27.2% | -27.6% |
| 6M | -41.0% | +38.8% | -79.8% | -49.4% |
| YTD | +23.8% | -2.1% | +25.9% | +17.9% |
| 1Y | +11.6% | -6.0% | +17.6% | +8.0% |
| 3Y | +403.5% | +149.8% | +253.7% | +229.0% |
| 5Y | +647.0% | -42.8% | +689.8% | +514.2% |
| All | +647.0% | -40.0% | +687.0% | +514.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling