+13.8%
VRT vs TRI
-22.4%
+36.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.4% | -19.3% | -10.3% |
| 7D | -15.4% | +1.0% | -16.4% | -14.3% |
| 30D | -19.0% | +20.8% | -39.7% | -12.3% |
| 3M | -23.8% | +8.1% | -31.9% | -19.6% |
| 6M | -37.9% | +24.2% | -62.0% | -27.8% |
| YTD | +27.0% | -7.8% | +34.7% | +36.9% |
| 1Y | +13.8% | -16.7% | +30.5% | +22.3% |
| All | +13.8% | -22.4% | +36.2% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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