+611.0%
VRT vs CG
+60.2%
+550.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +5.3% |
| 7D | +9.1% | -4.3% | +13.4% | +12.0% |
| 30D | +0.9% | -5.1% | +6.0% | +3.6% |
| 3M | -13.4% | +8.7% | -22.1% | -18.2% |
| 6M | +11.7% | -9.2% | +20.9% | +17.0% |
| YTD | +73.2% | -18.9% | +92.1% | +90.9% |
| 1Y | +123.4% | -25.6% | +149.1% | +159.4% |
| All | +611.0% | +60.2% | +550.8% | +411.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling