+3,722.9%
VRT vs CARR
+421.5%
+3,301.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +2.7% |
| 7D | -8.4% | -3.8% | -4.6% | -6.1% |
| 30D | -10.9% | -8.9% | -1.9% | -5.5% |
| 3M | -13.7% | -17.3% | +3.6% | -2.6% |
| 6M | -4.1% | -1.4% | -2.7% | -3.2% |
| YTD | +58.7% | +10.0% | +48.7% | +50.1% |
| 1Y | +89.6% | -6.4% | +96.0% | +96.7% |
| 3Y | +558.1% | +1.5% | +556.6% | +563.7% |
| 5Y | +953.0% | +9.3% | +943.7% | +872.9% |
| All | +3,722.9% | +421.5% | +3,301.4% | +2,418.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling