+1,678.9%
VRT vs CB
+209.0%
+1,469.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.7% | -13.3% | -13.8% |
| 7D | -28.1% | +2.6% | -30.7% | -28.8% |
| 30D | -30.2% | +11.2% | -41.4% | -32.8% |
| 3M | -36.4% | +5.7% | -42.1% | -37.9% |
| 6M | -48.2% | +15.9% | -64.1% | -51.6% |
| YTD | +9.2% | +20.2% | -11.0% | 0.0% |
| 1Y | -7.2% | +32.4% | -39.6% | -18.6% |
| 3Y | +338.7% | +75.5% | +263.2% | +221.1% |
| 5Y | +542.8% | +105.5% | +437.4% | +333.6% |
| All | +1,678.9% | +209.0% | +1,469.9% | +858.2% |
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