+905.2%
VRT vs CAPR
+84.7%
+820.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.3% |
| 7D | +9.1% | -2.0% | +11.1% | +9.2% |
| 30D | +0.9% | +139.2% | -138.3% | -1.2% |
| 3M | -13.4% | -66.4% | +53.0% | -12.7% |
| 6M | +11.7% | -63.1% | +74.8% | +12.4% |
| YTD | +73.2% | -67.4% | +140.7% | +74.5% |
| 1Y | +123.4% | +58.2% | +65.2% | +108.2% |
| 3Y | +606.2% | +42.2% | +564.0% | +481.4% |
| All | +905.2% | +84.7% | +820.6% | +583.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling