+631.1%
VRT vs CB
+104.6%
+526.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.6% | -4.7% | -3.3% |
| 7D | -17.7% | +0.7% | -18.4% | -17.8% |
| 30D | -20.0% | +8.2% | -28.2% | -21.0% |
| 3M | -28.1% | +6.3% | -34.4% | -28.8% |
| 6M | -42.8% | +16.2% | -59.0% | -44.9% |
| YTD | +20.0% | +19.3% | +0.6% | +14.4% |
| 1Y | +3.5% | +29.2% | -25.7% | -4.2% |
| 3Y | +366.1% | +71.4% | +294.7% | +241.3% |
| All | +631.1% | +104.6% | +526.5% | +361.0% |
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 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