+1,855.0%
VRT vs CAPR
-23.5%
+1,878.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.9% | +6.8% | -2.9% |
| 7D | -17.7% | +7.6% | -25.3% | -17.8% |
| 30D | -20.0% | +13.3% | -33.3% | -20.3% |
| 3M | -28.1% | +130.4% | -158.5% | -29.8% |
| 6M | -42.8% | -70.8% | +28.0% | -42.3% |
| YTD | +20.0% | -69.3% | +89.2% | +20.9% |
| 1Y | +3.5% | +59.5% | -56.0% | -4.1% |
| 3Y | +366.1% | +216.8% | +149.3% | +305.2% |
| 5Y | +632.2% | +152.7% | +479.5% | +532.6% |
| All | +1,855.0% | -23.5% | +1,878.5% | +1,475.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling