+1,855.0%
VRT vs TPR
+266.3%
+1,588.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | -17.7% | +12.1% | -29.8% | -21.3% |
| 30D | -20.0% | +16.7% | -36.7% | -24.8% |
| 3M | -28.1% | -17.4% | -10.7% | -24.5% |
| 6M | -42.8% | +2.3% | -45.1% | -44.8% |
| YTD | +20.0% | +7.1% | +12.8% | +13.9% |
| 1Y | +3.5% | +29.5% | -26.0% | -8.1% |
| 3Y | +366.1% | +415.0% | -48.9% | +158.8% |
| 5Y | +632.2% | +261.5% | +370.7% | +345.0% |
| All | +1,855.0% | +266.3% | +1,588.7% | +806.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling