+2,545.5%
VRT vs CG
+143.1%
+2,402.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.0% | -5.6% | -7.3% |
| 7D | +2.4% | -6.4% | +8.8% | +6.5% |
| 30D | -2.7% | -7.1% | +4.4% | +1.1% |
| 3M | -9.2% | -1.6% | -7.6% | -8.6% |
| 6M | -0.5% | -8.3% | +7.8% | +3.6% |
| YTD | +62.3% | -23.8% | +86.1% | +84.8% |
| 1Y | +109.6% | -28.7% | +138.3% | +146.5% |
| 3Y | +573.1% | +49.2% | +523.9% | +407.7% |
| 5Y | +953.6% | +5.5% | +948.1% | +828.4% |
| All | +2,545.5% | +143.1% | +2,402.4% | +1,426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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