+1,855.0%
VRT vs CB
+206.9%
+1,648.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.6% |
| 7D | -17.7% | +0.7% | -18.4% | -18.0% |
| 30D | -20.0% | +8.2% | -28.2% | -22.4% |
| 3M | -28.1% | +6.3% | -34.4% | -29.9% |
| 6M | -42.8% | +16.2% | -59.0% | -46.7% |
| YTD | +20.0% | +19.3% | +0.6% | +10.1% |
| 1Y | +3.5% | +29.2% | -25.7% | -8.4% |
| 3Y | +366.1% | +71.4% | +294.7% | +244.6% |
| 5Y | +632.2% | +104.2% | +527.9% | +394.5% |
| All | +1,855.0% | +206.9% | +1,648.0% | +954.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling