+953.6%
VRT vs TW
+20.0%
+933.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.6% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -2.7% | -0.6% | -2.1% | -2.5% |
| 3M | -9.2% | +3.4% | -12.6% | -12.5% |
| 6M | -0.5% | -18.4% | +17.9% | +8.3% |
| YTD | +62.3% | -3.9% | +66.2% | +58.4% |
| 1Y | +109.6% | -13.3% | +122.9% | +116.8% |
| 3Y | +573.1% | +20.8% | +552.2% | +439.6% |
| 5Y | +953.6% | +20.3% | +933.4% | +785.7% |
| All | +953.6% | +20.0% | +933.6% | +785.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling