+654.4%
VRT vs TRI
+0.5%
+653.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.7% | -3.6% |
| 7D | +10.5% | -2.9% | +13.4% | +10.7% |
| 30D | -9.3% | +3.7% | -13.0% | -10.7% |
| 3M | -29.6% | +3.7% | -33.3% | -30.9% |
| 6M | -45.4% | +35.1% | -80.5% | -51.7% |
| YTD | +24.8% | -14.0% | +38.8% | +39.1% |
| 1Y | +23.6% | -19.0% | +42.6% | +44.5% |
| 3Y | +379.7% | -12.0% | +391.7% | +348.2% |
| All | +654.4% | +0.5% | +653.9% | +445.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling