+688.8%
VRT vs CFG
+61.9%
+626.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +18.6% | +1.6% | +17.0% | +17.6% |
| 30D | -11.7% | +3.3% | -14.9% | -13.3% |
| 3M | -27.3% | -11.5% | -15.7% | -21.9% |
| 6M | -42.9% | +6.2% | -49.1% | -45.4% |
| YTD | +29.5% | +14.3% | +15.2% | +18.3% |
| 1Y | +21.0% | +26.7% | -5.7% | +3.8% |
| 3Y | +403.1% | +187.8% | +215.3% | +155.9% |
| 5Y | +688.8% | +61.3% | +627.5% | +517.4% |
| All | +688.8% | +61.9% | +626.9% | +517.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling