+1,917.9%
VRT vs CAPR
-15.1%
+1,933.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +9.4% | +0.2% | +9.4% |
| 7D | -10.6% | +36.0% | -46.6% | -11.2% |
| 30D | -17.4% | +25.8% | -43.2% | -17.9% |
| 3M | -26.4% | +140.8% | -167.2% | -28.2% |
| 6M | -41.0% | -67.6% | +26.6% | -40.5% |
| YTD | +23.8% | -65.9% | +89.7% | +24.5% |
| 1Y | +11.6% | +66.1% | -54.5% | +3.5% |
| 3Y | +403.5% | +256.9% | +146.6% | +336.5% |
| 5Y | +647.0% | +172.1% | +474.9% | +544.5% |
| All | +1,917.9% | -15.1% | +1,933.0% | +1,522.4% |
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