+13.8%
VRT vs CI
+21.2%
-7.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.4% | -16.3% | -11.7% |
| 7D | -15.4% | +3.5% | -18.9% | -14.2% |
| 30D | -19.0% | +12.6% | -31.5% | -16.4% |
| 3M | -23.8% | +12.1% | -35.9% | -21.6% |
| 6M | -37.9% | +10.6% | -48.4% | -36.3% |
| YTD | +27.0% | +12.8% | +14.1% | +32.8% |
| 1Y | +13.8% | +18.0% | -4.2% | +24.0% |
| All | +13.8% | +21.2% | -7.4% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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