+567.3%
VRT vs TXT
+7.8%
+559.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +4.8% |
| 7D | -21.4% | -2.5% | -18.8% | -19.9% |
| 30D | -25.8% | +14.4% | -40.2% | -32.9% |
| 3M | -33.5% | -4.9% | -28.6% | -31.6% |
| 6M | -49.0% | -10.2% | -38.8% | -45.5% |
| YTD | +12.9% | -4.1% | +17.0% | +14.2% |
| 1Y | 0.0% | +4.0% | -3.9% | -4.9% |
| 3Y | +361.8% | +8.0% | +353.9% | +296.1% |
| All | +567.3% | +7.8% | +559.6% | +419.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling