+2,723.0%
VRT vs CB
+183.2%
+2,539.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.9% | +6.3% | +5.0% |
| 7D | +9.1% | +0.5% | +8.6% | +8.9% |
| 30D | +0.9% | -3.1% | +4.0% | +1.9% |
| 3M | -13.4% | +9.0% | -22.3% | -17.1% |
| 6M | +11.7% | +2.9% | +8.8% | +9.1% |
| YTD | +73.2% | +10.1% | +63.1% | +64.1% |
| 1Y | +123.4% | +22.8% | +100.6% | +100.9% |
| 3Y | +606.2% | +73.8% | +532.4% | +412.2% |
| 5Y | +899.9% | +99.2% | +800.7% | +578.9% |
| All | +2,723.0% | +183.2% | +2,539.9% | +1,471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling