+141.7%
CAT vs VRT
+337.7%
-196.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.0% | +7.7% | -2.5% |
| 7D | -14.5% | -28.1% | +13.7% | -6.5% |
| 30D | -35.7% | -30.2% | -5.5% | -29.5% |
| 3M | -36.3% | -36.4% | +0.1% | -28.6% |
| 6M | -38.5% | -48.2% | +9.6% | -27.9% |
| YTD | -2.5% | +9.2% | -11.7% | -4.1% |
| 1Y | -1.9% | -7.2% | +5.3% | -0.4% |
| All | +141.7% | +337.7% | -196.1% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling