+4,225.1%
VRT vs CARR
+436.5%
+3,788.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.3% |
| 7D | +13.6% | +3.2% | +10.4% | +11.5% |
| 30D | +6.8% | -7.7% | +14.4% | +12.1% |
| 3M | -3.2% | -11.9% | +8.7% | +4.7% |
| 6M | +20.3% | +2.0% | +18.3% | +18.9% |
| YTD | +79.6% | +13.2% | +66.4% | +66.6% |
| 1Y | +139.0% | -8.5% | +147.5% | +150.3% |
| 3Y | +644.6% | +5.0% | +639.6% | +635.1% |
| 5Y | +1,024.4% | +12.0% | +1,012.4% | +920.3% |
| All | +4,225.1% | +436.5% | +3,788.6% | +2,695.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling