+682.7%
VRT vs CB
+105.4%
+577.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +18.6% | 0.0% | +18.6% | +18.6% |
| 30D | -11.7% | +7.4% | -19.0% | -12.6% |
| 3M | -27.3% | +8.6% | -35.9% | -28.2% |
| 6M | -42.9% | +16.1% | -59.0% | -44.8% |
| YTD | +29.5% | +20.2% | +9.3% | +23.4% |
| 1Y | +21.0% | +27.2% | -6.2% | +12.9% |
| 3Y | +403.1% | +72.7% | +330.4% | +268.1% |
| All | +682.7% | +105.4% | +577.3% | +392.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling