+1,024.4%
VRT vs CAG
-40.6%
+1,065.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +3.2% |
| 7D | +13.6% | -5.3% | +18.9% | +11.8% |
| 30D | +6.8% | +1.0% | +5.8% | +7.3% |
| 3M | -3.2% | +17.4% | -20.6% | +2.6% |
| 6M | +20.3% | -16.8% | +37.1% | +18.8% |
| YTD | +79.6% | -6.8% | +86.4% | +82.9% |
| 1Y | +139.0% | -15.4% | +154.4% | +138.7% |
| 3Y | +644.6% | -37.1% | +681.7% | +595.2% |
| 5Y | +1,024.4% | -41.3% | +1,065.6% | +993.0% |
| All | +1,024.4% | -40.6% | +1,065.0% | +993.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling