0.0%
VRT vs TPR
+42.2%
-42.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | -21.4% | +14.2% | -35.5% | -24.0% |
| 30D | -25.8% | +17.1% | -42.9% | -28.9% |
| 3M | -33.5% | -17.7% | -15.8% | -29.4% |
| 6M | -49.0% | -10.2% | -38.9% | -48.0% |
| YTD | +12.9% | +4.9% | +8.0% | +9.6% |
| 1Y | 0.0% | +36.1% | -36.1% | -14.8% |
| All | 0.0% | +42.2% | -42.2% | -14.8% |
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