+806.7%
VRT vs CEG
+666.0%
+140.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.2% |
| 7D | +10.5% | +12.1% | -1.6% | +3.5% |
| 30D | -9.3% | +0.2% | -9.6% | -8.7% |
| 3M | -29.6% | +0.7% | -30.3% | -29.9% |
| 6M | -45.4% | +2.2% | -47.6% | -46.4% |
| YTD | +24.8% | -20.3% | +45.1% | +38.6% |
| 1Y | +23.6% | -16.1% | +39.7% | +33.1% |
| 3Y | +379.7% | +134.7% | +245.0% | +228.0% |
| All | +806.7% | +666.0% | +140.7% | +409.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling