+13.8%
VRT vs CAPR
+47.4%
-33.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +8.3% | -21.1% | -12.9% |
| 7D | -15.4% | +43.2% | -58.6% | -15.5% |
| 30D | -19.0% | +14.7% | -33.6% | -19.0% |
| 3M | -23.8% | +113.9% | -137.7% | -24.0% |
| 6M | -37.9% | -73.4% | +35.5% | -37.9% |
| YTD | +27.0% | -69.1% | +96.1% | +27.0% |
| 1Y | +13.8% | +47.2% | -33.4% | +15.6% |
| All | +13.8% | +47.4% | -33.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling