+619.5%
VRT vs CAPR
+40.5%
+579.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.3% |
| 7D | +9.1% | -2.0% | +11.1% | +9.1% |
| 30D | +0.9% | +139.2% | -138.3% | -0.3% |
| 3M | -13.4% | -66.4% | +53.0% | -13.0% |
| 6M | +11.7% | -63.1% | +74.8% | +12.1% |
| YTD | +73.2% | -67.4% | +140.7% | +73.9% |
| 1Y | +123.4% | +58.2% | +65.2% | +116.9% |
| All | +619.5% | +40.5% | +579.0% | +549.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling