+916.4%
VRT vs CARR
+6.4%
+910.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.3% | -3.4% | -3.6% |
| 7D | -7.7% | -4.1% | -3.6% | -4.0% |
| 30D | -12.0% | -11.0% | -1.0% | -2.3% |
| 3M | -11.7% | -16.4% | +4.7% | +3.8% |
| 6M | -8.1% | -2.4% | -5.7% | -7.3% |
| YTD | +53.2% | +8.4% | +44.8% | +39.7% |
| 1Y | +81.7% | -8.0% | +89.6% | +91.3% |
| 3Y | +535.3% | +0.6% | +534.7% | +503.7% |
| 5Y | +916.4% | +7.7% | +908.6% | +691.8% |
| All | +916.4% | +6.4% | +910.0% | +691.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling