+8.6%
VRT vs CF
+50.2%
-41.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.6% | -5.7% | -2.5% |
| 7D | -17.7% | +4.8% | -22.4% | -16.4% |
| 30D | -20.0% | +9.7% | -29.7% | -17.8% |
| 3M | -28.1% | +1.2% | -29.3% | -27.2% |
| 6M | -42.8% | +7.4% | -50.2% | -41.7% |
| YTD | +20.0% | +60.5% | -40.6% | +24.5% |
| All | +8.6% | +50.2% | -41.6% | +13.4% |
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