+13.8%
VRT vs CARR
-1.4%
+15.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +0.5% | -13.4% | -13.3% |
| 7D | -15.4% | -0.7% | -14.7% | -15.0% |
| 30D | -19.0% | +0.3% | -19.3% | -19.5% |
| 3M | -23.8% | -14.9% | -8.9% | -14.7% |
| 6M | -37.9% | -14.9% | -23.0% | -30.3% |
| YTD | +27.0% | +7.0% | +20.0% | +25.9% |
| 1Y | +13.8% | -1.8% | +15.6% | +15.3% |
| All | +13.8% | -1.4% | +15.2% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 1y: compounded portfolio wealth divided by compounded CARR 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…
1y analysis · Full analysis span regression · 6 months rolling