+2,545.5%
VRT vs CAG
-41.0%
+2,586.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -9.7% |
| 7D | +2.4% | -6.6% | +9.0% | +1.8% |
| 30D | -2.7% | +2.3% | -5.0% | -2.5% |
| 3M | -9.2% | +16.3% | -25.5% | -8.0% |
| 6M | -0.5% | -16.0% | +15.5% | -0.1% |
| YTD | +62.3% | -7.7% | +70.0% | +63.7% |
| 1Y | +109.6% | -16.0% | +125.6% | +111.0% |
| 3Y | +573.1% | -37.7% | +610.8% | +569.8% |
| 5Y | +953.6% | -41.2% | +994.9% | +956.0% |
| All | +2,545.5% | -41.0% | +2,586.6% | +2,493.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling