+567.3%
VRT vs CG
-22.2%
+589.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.9% |
| 7D | -21.4% | -1.2% | -20.2% | -20.9% |
| 30D | -25.8% | +5.0% | -30.8% | -28.6% |
| 3M | -33.5% | -18.2% | -15.3% | -25.0% |
| 6M | -49.0% | -20.7% | -28.3% | -41.4% |
| YTD | +12.9% | -31.4% | +44.4% | +39.4% |
| 1Y | 0.0% | -22.3% | +22.3% | +12.6% |
| 3Y | +361.8% | +50.2% | +311.6% | +210.3% |
| All | +567.3% | -22.2% | +589.5% | +545.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling