+13.8%
VRT vs CAG
-6.8%
+20.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.0% | -18.9% | -9.0% |
| 7D | -15.4% | +9.7% | -25.1% | -9.6% |
| 30D | -19.0% | +15.8% | -34.7% | -10.4% |
| 3M | -23.8% | +1.8% | -25.6% | -21.0% |
| 6M | -37.9% | +11.5% | -49.4% | -30.3% |
| YTD | +27.0% | -6.7% | +33.7% | +44.6% |
| 1Y | +13.8% | -5.6% | +19.4% | +29.2% |
| All | +13.8% | -6.8% | +20.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling