+1,934.0%
VRT vs TRU
+16.3%
+1,917.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +10.5% | 0.0% | +10.5% | +10.6% |
| 30D | -9.3% | +21.3% | -30.6% | -18.3% |
| 3M | -29.6% | +0.2% | -29.8% | -31.4% |
| 6M | -45.4% | +22.4% | -67.7% | -53.1% |
| YTD | +24.8% | -4.8% | +29.6% | +18.3% |
| 1Y | +23.6% | -0.2% | +23.8% | +13.9% |
| 3Y | +379.7% | +57.9% | +321.7% | +225.7% |
| 5Y | +660.3% | -26.1% | +686.5% | +677.1% |
| All | +1,934.0% | +16.3% | +1,917.7% | +1,620.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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