+640.1%
VRT vs TOST
-46.1%
+686.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.6% | -13.4% | -13.8% |
| 7D | -28.1% | +11.6% | -39.8% | -31.0% |
| 30D | -30.2% | +16.2% | -46.4% | -34.2% |
| 3M | -36.4% | +1.0% | -37.4% | -37.4% |
| 6M | -48.2% | +23.2% | -71.3% | -53.5% |
| YTD | +9.2% | -1.0% | +10.1% | +3.8% |
| 1Y | -7.2% | -9.9% | +2.7% | -8.5% |
| 3Y | +338.7% | +101.0% | +237.7% | +216.2% |
| 5Y | +542.8% | -40.4% | +583.3% | +375.7% |
| All | +640.1% | -46.1% | +686.2% | +452.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling