+361.8%
VRT vs CB
+71.5%
+290.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.2% | +2.5% |
| 7D | -21.4% | +0.2% | -21.6% | -21.1% |
| 30D | -25.8% | +9.1% | -34.9% | -22.2% |
| 3M | -33.5% | +3.4% | -36.9% | -32.0% |
| 6M | -49.0% | +14.1% | -63.1% | -45.0% |
| YTD | +12.9% | +18.0% | -5.1% | +24.0% |
| 1Y | 0.0% | +30.1% | -30.1% | +13.2% |
| 3Y | +361.8% | +71.8% | +290.0% | +408.0% |
| All | +361.8% | +71.5% | +290.3% | +408.0% |
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