+2,723.0%
VRT vs TPR
+229.9%
+2,493.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.3% | +4.4% |
| 7D | +9.1% | -2.3% | +11.4% | +10.0% |
| 30D | +0.9% | -23.0% | +23.9% | +9.4% |
| 3M | -13.4% | -12.5% | -0.9% | -10.6% |
| 6M | +11.7% | -21.4% | +33.1% | +19.5% |
| YTD | +73.2% | -3.5% | +76.7% | +72.0% |
| 1Y | +123.4% | +17.4% | +106.1% | +106.5% |
| 3Y | +606.2% | +291.3% | +314.9% | +332.7% |
| 5Y | +899.9% | +241.9% | +658.0% | +528.2% |
| All | +2,723.0% | +229.9% | +2,493.2% | +1,269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling