+2,826.7%
VRT vs TXT
+20.0%
+2,806.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.4% |
| 7D | +13.6% | -0.2% | +13.8% | +13.7% |
| 30D | +6.8% | -11.1% | +17.8% | +12.7% |
| 3M | -3.2% | -13.0% | +9.8% | +3.1% |
| 6M | +20.3% | -16.2% | +36.5% | +30.7% |
| YTD | +79.6% | -8.7% | +88.3% | +86.7% |
| 1Y | +139.0% | -3.8% | +142.8% | +141.6% |
| 3Y | +644.6% | +5.5% | +639.1% | +608.1% |
| 5Y | +1,024.4% | +12.3% | +1,012.1% | +943.2% |
| All | +2,826.7% | +20.0% | +2,806.7% | +1,925.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TXT 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling