+567.3%
VRT vs TPR
+253.5%
+313.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | -21.4% | +14.2% | -35.5% | -27.2% |
| 30D | -25.8% | +17.1% | -42.9% | -32.4% |
| 3M | -33.5% | -17.7% | -15.8% | -28.6% |
| 6M | -49.0% | -10.2% | -38.9% | -48.5% |
| YTD | +12.9% | +4.9% | +8.0% | +4.4% |
| 1Y | 0.0% | +36.1% | -36.1% | -20.3% |
| 3Y | +361.8% | +416.5% | -54.7% | +63.2% |
| All | +567.3% | +253.5% | +313.8% | +171.4% |
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