+390.2%
VRT vs CB
+71.6%
+318.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.5% |
| 7D | +0.5% | -1.0% | +1.5% | -0.1% |
| 30D | -13.7% | +7.3% | -21.0% | -10.1% |
| 3M | -26.7% | +7.0% | -33.7% | -23.6% |
| 6M | -43.8% | +16.3% | -60.2% | -38.7% |
| YTD | +27.6% | +19.7% | +7.8% | +41.4% |
| 1Y | +15.5% | +27.8% | -12.3% | +30.9% |
| All | +390.2% | +71.6% | +318.6% | +456.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling