+573.1%
VRT vs CAG
-37.6%
+610.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.0% | -8.6% | -10.2% |
| 7D | +2.4% | -6.6% | +9.0% | -1.4% |
| 30D | -2.7% | +2.3% | -5.0% | -1.2% |
| 3M | -9.2% | +16.3% | -25.5% | +0.7% |
| 6M | -0.5% | -16.0% | +15.5% | -5.3% |
| YTD | +62.3% | -7.7% | +70.0% | +64.3% |
| 1Y | +109.6% | -16.0% | +125.6% | +101.4% |
| All | +573.1% | -37.6% | +610.6% | +471.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling