+23.6%
VRT vs CB
+28.5%
-4.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -2.5% |
| 7D | +10.5% | +2.9% | +7.6% | +14.0% |
| 30D | -9.3% | +7.3% | -16.6% | -1.9% |
| 3M | -29.6% | +9.4% | -39.0% | -22.4% |
| 6M | -45.4% | +19.6% | -65.0% | -33.3% |
| YTD | +24.8% | +21.5% | +3.3% | +62.7% |
| 1Y | +23.6% | +28.0% | -4.4% | +80.8% |
| All | +23.6% | +28.5% | -4.9% | +80.8% |
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