+361.8%
VRT vs CF
+57.7%
+304.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.5% |
| 7D | -21.4% | -3.2% | -18.2% | -21.3% |
| 30D | -25.8% | +4.3% | -30.1% | -25.6% |
| 3M | -33.5% | +2.8% | -36.3% | -33.5% |
| 6M | -49.0% | +0.6% | -49.6% | -49.2% |
| YTD | +12.9% | +56.6% | -43.7% | +4.3% |
| 1Y | 0.0% | +49.6% | -49.6% | -7.1% |
| 3Y | +361.8% | +61.5% | +300.3% | +328.6% |
| All | +361.8% | +57.7% | +304.1% | +328.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling