-48.2%
VRT vs TOST
+20.0%
-68.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.6% | -13.4% | -14.2% |
| 7D | -28.1% | +11.6% | -39.8% | -25.6% |
| 30D | -30.2% | +16.2% | -46.4% | -27.0% |
| 3M | -36.4% | +1.0% | -37.4% | -35.8% |
| 6M | -48.2% | +23.2% | -71.3% | -44.0% |
| All | -48.2% | +20.0% | -68.2% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling