+905.2%
VRT vs TPR
+239.8%
+665.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +9.1% | -2.3% | +11.4% | +10.4% |
| 30D | +0.9% | -23.0% | +23.9% | +13.5% |
| 3M | -13.4% | -12.5% | -0.9% | -9.6% |
| 6M | +11.7% | -21.4% | +33.1% | +22.9% |
| YTD | +73.2% | -3.5% | +76.7% | +69.6% |
| 1Y | +123.4% | +17.4% | +106.1% | +95.0% |
| 3Y | +606.2% | +291.3% | +314.9% | +202.3% |
| All | +905.2% | +239.8% | +665.4% | +329.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling