+13.8%
VRT vs CB
+34.9%
-21.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +2.1% | -15.0% | -10.7% |
| 7D | -15.4% | +5.3% | -20.6% | -10.5% |
| 30D | -19.0% | +13.2% | -32.2% | -7.6% |
| 3M | -23.8% | +7.8% | -31.6% | -17.2% |
| 6M | -37.9% | +15.8% | -53.7% | -25.4% |
| YTD | +27.0% | +21.0% | +6.0% | +66.5% |
| 1Y | +13.8% | +32.2% | -18.4% | +93.5% |
| All | +13.8% | +34.9% | -21.1% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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