+2,826.7%
VRT vs CAPR
-21.9%
+2,848.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +3.8% |
| 7D | +13.6% | -9.5% | +23.1% | +13.9% |
| 30D | +6.8% | +121.5% | -114.8% | +4.5% |
| 3M | -3.2% | -65.4% | +62.1% | -2.4% |
| 6M | +20.3% | -67.5% | +87.9% | +21.5% |
| YTD | +79.6% | -68.6% | +148.2% | +81.2% |
| 1Y | +139.0% | +42.7% | +96.3% | +122.6% |
| 3Y | +644.6% | +43.4% | +601.3% | +564.3% |
| 5Y | +1,024.4% | +86.0% | +938.3% | +879.7% |
| All | +2,826.7% | -21.9% | +2,848.6% | +2,261.5% |
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