+1,855.0%
VRT vs CF
+218.0%
+1,637.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -3.6% |
| 7D | -17.7% | +4.8% | -22.4% | -18.5% |
| 30D | -20.0% | +9.7% | -29.7% | -21.8% |
| 3M | -28.1% | +1.2% | -29.3% | -28.8% |
| 6M | -42.8% | +7.4% | -50.2% | -44.6% |
| YTD | +20.0% | +60.5% | -40.6% | +2.0% |
| 1Y | +3.5% | +50.7% | -47.2% | -10.7% |
| 3Y | +366.1% | +64.8% | +301.3% | +282.8% |
| 5Y | +632.2% | +115.8% | +516.4% | +426.2% |
| All | +1,855.0% | +218.0% | +1,637.0% | +858.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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