+139.0%
VRT vs CG
-26.2%
+165.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.8% | +4.3% |
| 7D | +13.6% | -1.3% | +14.9% | +14.0% |
| 30D | +6.8% | -3.2% | +9.9% | +7.3% |
| 3M | -3.2% | +6.2% | -9.4% | -5.3% |
| 6M | +20.3% | -4.7% | +25.0% | +20.4% |
| YTD | +79.6% | -20.6% | +100.2% | +83.3% |
| 1Y | +139.0% | -26.4% | +165.4% | +142.8% |
| All | +139.0% | -26.2% | +165.2% | +142.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling