+916.4%
VRT vs CAKE
+152.3%
+764.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -4.6% |
| 7D | -7.7% | -5.6% | -2.1% | -5.3% |
| 30D | -12.0% | -10.5% | -1.4% | -8.0% |
| 3M | -11.7% | +43.6% | -55.3% | -26.8% |
| 6M | -8.1% | +63.0% | -71.1% | -29.1% |
| YTD | +53.2% | +102.9% | -49.7% | +6.2% |
| 1Y | +81.7% | +75.6% | +6.0% | +33.6% |
| 3Y | +535.3% | +257.7% | +277.6% | +211.9% |
| 5Y | +916.4% | +156.0% | +760.4% | +445.9% |
| All | +916.4% | +152.3% | +764.1% | +445.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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