+139.0%
VRT vs TPR
+12.7%
+126.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.7% | +7.4% | +4.8% |
| 7D | +13.6% | -3.4% | +17.0% | +14.7% |
| 30D | +6.8% | -27.3% | +34.1% | +18.1% |
| 3M | -3.2% | -16.2% | +13.0% | +0.1% |
| 6M | +20.3% | -17.9% | +38.2% | +25.2% |
| YTD | +79.6% | -7.1% | +86.7% | +79.3% |
| 1Y | +139.0% | +13.6% | +125.4% | +119.1% |
| All | +139.0% | +12.7% | +126.3% | +119.1% |
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