+1,978.7%
VRT vs CFG
+133.3%
+1,845.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.5% | +5.9% |
| 7D | +0.5% | -0.8% | +1.3% | +1.1% |
| 30D | -13.7% | +3.1% | -16.9% | -14.9% |
| 3M | -26.7% | -9.7% | -17.0% | -23.3% |
| 6M | -43.8% | +6.7% | -50.6% | -45.7% |
| YTD | +27.6% | +15.2% | +12.4% | +19.1% |
| 1Y | +15.5% | +28.8% | -13.3% | +2.5% |
| 3Y | +395.6% | +190.1% | +205.5% | +206.3% |
| 5Y | +677.3% | +63.4% | +613.9% | +503.3% |
| All | +1,978.7% | +133.3% | +1,845.3% | +960.8% |
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