0.0%
VRT vs CF
+46.5%
-46.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.6% |
| 7D | -21.4% | -3.2% | -18.2% | -21.7% |
| 30D | -25.8% | +4.3% | -30.1% | -24.7% |
| 3M | -33.5% | +2.8% | -36.3% | -32.6% |
| 6M | -49.0% | +0.6% | -49.6% | -48.8% |
| YTD | +12.9% | +56.6% | -43.7% | +16.6% |
| 1Y | 0.0% | +49.6% | -49.6% | +3.3% |
| All | 0.0% | +46.5% | -46.5% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling