+567.3%
VRT vs CF
+120.6%
+446.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.4% |
| 7D | -21.4% | -3.2% | -18.2% | -21.1% |
| 30D | -25.8% | +4.3% | -30.1% | -26.2% |
| 3M | -33.5% | +2.8% | -36.3% | -34.0% |
| 6M | -49.0% | +0.6% | -49.6% | -49.5% |
| YTD | +12.9% | +56.6% | -43.7% | +1.5% |
| 1Y | 0.0% | +49.6% | -49.6% | -9.5% |
| 3Y | +361.8% | +61.5% | +300.3% | +305.0% |
| All | +567.3% | +120.6% | +446.7% | +469.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling