+654.4%
VRT vs CARR
+4.0%
+650.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.3% |
| 7D | +10.5% | +3.5% | +7.0% | +7.4% |
| 30D | -9.3% | +0.4% | -9.7% | -9.6% |
| 3M | -29.6% | -14.1% | -15.5% | -19.3% |
| 6M | -45.4% | -16.7% | -28.7% | -36.0% |
| YTD | +24.8% | +4.2% | +20.6% | +17.5% |
| 1Y | +23.6% | -0.2% | +23.8% | +20.8% |
| 3Y | +379.7% | +10.9% | +368.8% | +309.1% |
| All | +654.4% | +4.0% | +650.4% | +542.8% |
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