+123.4%
VRT vs TPR
+18.2%
+105.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.5% |
| 7D | +9.1% | -2.7% | +11.8% | +10.0% |
| 30D | +0.9% | -23.3% | +24.2% | +9.6% |
| 3M | -13.4% | -12.8% | -0.6% | -11.6% |
| 6M | +11.7% | -21.7% | +33.4% | +19.1% |
| YTD | +73.2% | -3.9% | +77.1% | +71.2% |
| 1Y | +123.4% | +16.9% | +106.5% | +102.7% |
| All | +123.4% | +18.2% | +105.3% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling