+2,014.4%
VRT vs TW
+298.0%
+1,716.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +1.6% | +6.4% | +7.3% |
| 7D | +18.6% | +3.2% | +15.4% | +17.1% |
| 30D | -11.7% | +19.7% | -31.3% | -18.7% |
| 3M | -27.3% | +26.8% | -54.1% | -35.1% |
| 6M | -42.9% | +20.9% | -63.7% | -48.8% |
| YTD | +29.5% | +22.9% | +6.6% | +13.0% |
| 1Y | +21.0% | +20.4% | +0.7% | +6.6% |
| 3Y | +403.1% | +42.9% | +360.2% | +299.5% |
| 5Y | +688.8% | +40.2% | +648.6% | +511.7% |
| All | +2,014.4% | +298.0% | +1,716.4% | +951.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling