+567.3%
VRT vs CB
+101.1%
+466.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.2% | +3.7% |
| 7D | -21.4% | +0.2% | -21.6% | -21.4% |
| 30D | -25.8% | +9.1% | -34.9% | -26.8% |
| 3M | -33.5% | +3.4% | -36.9% | -33.9% |
| 6M | -49.0% | +14.1% | -63.1% | -50.7% |
| YTD | +12.9% | +18.0% | -5.1% | +7.9% |
| 1Y | 0.0% | +30.1% | -30.1% | -7.9% |
| 3Y | +361.8% | +71.8% | +290.0% | +235.4% |
| All | +567.3% | +101.1% | +466.2% | +321.1% |
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