+631.1%
VRT vs TW
+40.2%
+590.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.6% |
| 7D | -17.7% | +3.1% | -20.8% | -18.9% |
| 30D | -20.0% | +16.7% | -36.7% | -25.6% |
| 3M | -28.1% | +25.2% | -53.2% | -35.5% |
| 6M | -42.8% | +19.5% | -62.3% | -48.5% |
| YTD | +20.0% | +21.0% | -1.0% | +4.8% |
| 1Y | +3.5% | +19.0% | -15.5% | -8.8% |
| 3Y | +366.1% | +40.7% | +325.4% | +253.4% |
| All | +631.1% | +40.2% | +590.9% | +447.7% |
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