+2,486.9%
VRT vs CDE
+205.2%
+2,281.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.2% | +2.4% | +3.4% |
| 7D | -8.4% | -3.1% | -5.3% | -7.9% |
| 30D | -10.9% | +9.5% | -20.3% | -12.5% |
| 3M | -13.7% | +25.5% | -39.2% | -17.7% |
| 6M | -4.1% | -7.9% | +3.8% | -4.0% |
| YTD | +58.7% | +15.6% | +43.2% | +52.1% |
| 1Y | +89.6% | +34.0% | +55.6% | +75.9% |
| 3Y | +558.1% | +791.9% | -233.8% | +339.1% |
| 5Y | +953.0% | +197.7% | +755.2% | +671.6% |
| All | +2,486.9% | +205.2% | +2,281.6% | +1,542.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling