+1,074.5%
VRT vs TOST
-48.0%
+1,122.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +9.1% | -3.4% | +12.5% | +10.4% |
| 30D | +0.9% | -2.4% | +3.4% | +1.4% |
| 3M | -13.4% | +34.6% | -48.0% | -23.2% |
| 6M | +11.7% | +15.2% | -3.5% | +2.6% |
| YTD | +73.2% | -4.4% | +77.6% | +68.2% |
| 1Y | +123.4% | -17.4% | +140.8% | +127.8% |
| 3Y | +606.2% | +54.5% | +551.7% | +462.2% |
| All | +1,074.5% | -48.0% | +1,122.4% | +795.4% |
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