+1,204.6%
VRT vs CEG
+717.5%
+487.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | +13.6% | +6.7% | +6.9% | +9.4% |
| 30D | +6.8% | +11.0% | -4.2% | +0.5% |
| 3M | -3.2% | +19.5% | -22.7% | -12.7% |
| 6M | +20.3% | -5.9% | +26.2% | +22.2% |
| YTD | +79.6% | -15.0% | +94.6% | +91.8% |
| 1Y | +139.0% | +0.6% | +138.4% | +131.8% |
| 3Y | +644.6% | +180.6% | +464.0% | +367.2% |
| All | +1,204.6% | +717.5% | +487.1% | +605.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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