+567.3%
VRT vs CAG
-39.4%
+606.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +2.8% |
| 7D | -21.4% | +5.8% | -27.2% | -19.1% |
| 30D | -25.8% | +16.4% | -42.2% | -20.7% |
| 3M | -33.5% | +3.8% | -37.3% | -31.4% |
| 6M | -49.0% | +10.8% | -59.9% | -45.4% |
| YTD | +12.9% | -5.8% | +18.8% | +17.5% |
| 1Y | 0.0% | -2.4% | +2.4% | +5.1% |
| 3Y | +361.8% | -33.4% | +395.2% | +334.0% |
| All | +567.3% | -39.4% | +606.8% | +565.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling