+346.3%
VRT vs CF
+56.6%
+289.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +6.2% | -20.2% | -13.7% |
| 7D | -28.1% | +0.4% | -28.5% | -28.0% |
| 30D | -30.2% | +2.2% | -32.4% | -30.0% |
| 3M | -36.4% | +2.1% | -38.5% | -36.4% |
| 6M | -48.2% | -6.5% | -41.6% | -48.3% |
| YTD | +9.2% | +55.6% | -46.4% | +0.7% |
| 1Y | -7.2% | +42.3% | -49.5% | -13.2% |
| All | +346.3% | +56.6% | +289.7% | +314.1% |
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 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