+984.5%
VRT vs CAG
-39.8%
+1,024.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.1% |
| 7D | +9.1% | -3.8% | +12.9% | +7.9% |
| 30D | +0.9% | +3.1% | -2.2% | +2.1% |
| 3M | -13.4% | +23.5% | -36.9% | -6.9% |
| 6M | +11.7% | -14.8% | +26.5% | +11.0% |
| YTD | +73.2% | -5.4% | +78.7% | +77.2% |
| 1Y | +123.4% | -11.8% | +135.2% | +125.5% |
| 3Y | +606.2% | -36.7% | +642.8% | +563.4% |
| All | +984.5% | -39.8% | +1,024.3% | +958.9% |
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