+414.2%
CAT vs VRT
+1,936.0%
-1,521.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | 0.0% |
| 7D | +7.4% | +10.5% | -3.1% | +4.9% |
| 30D | -19.7% | -9.3% | -10.4% | -18.3% |
| 3M | -29.6% | -29.6% | 0.0% | -24.2% |
| 6M | -33.2% | -45.4% | +12.2% | -24.4% |
| YTD | +5.7% | +24.8% | -19.2% | -0.2% |
| 1Y | +9.3% | +23.6% | -14.3% | +3.3% |
| 3Y | +158.3% | +379.7% | -221.3% | +75.0% |
| 5Y | +211.6% | +660.3% | -448.8% | +77.9% |
| All | +414.2% | +1,936.0% | -1,521.8% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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