+1,917.9%
VRT vs CFG
+132.3%
+1,785.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.9% | +6.7% | +8.3% |
| 7D | -10.6% | +0.3% | -10.9% | -10.6% |
| 30D | -17.4% | +3.2% | -20.7% | -18.6% |
| 3M | -26.4% | -9.7% | -16.7% | -23.0% |
| 6M | -41.0% | +3.6% | -44.6% | -42.3% |
| YTD | +23.8% | +14.7% | +9.1% | +15.8% |
| 1Y | +11.6% | +29.6% | -18.0% | -1.2% |
| 3Y | +403.5% | +190.6% | +212.9% | +210.9% |
| 5Y | +647.0% | +67.1% | +580.0% | +475.4% |
| All | +1,917.9% | +132.3% | +1,785.5% | +931.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling