+3.5%
VRT vs CB
+30.5%
-27.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -1.5% |
| 7D | -17.7% | +0.7% | -18.4% | -16.7% |
| 30D | -20.0% | +8.2% | -28.2% | -12.8% |
| 3M | -28.1% | +6.3% | -34.4% | -22.9% |
| 6M | -42.8% | +16.2% | -59.0% | -31.6% |
| YTD | +20.0% | +19.3% | +0.6% | +54.7% |
| 1Y | +3.5% | +29.2% | -25.7% | +70.2% |
| All | +3.5% | +30.5% | -27.0% | +70.2% |
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