+1,855.0%
VRT vs CI
+82.0%
+1,773.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.7% | -3.6% |
| 7D | -17.7% | +2.6% | -20.3% | -18.2% |
| 30D | -20.0% | +7.3% | -27.3% | -21.5% |
| 3M | -28.1% | +9.5% | -37.6% | -29.9% |
| 6M | -42.8% | +6.4% | -49.3% | -44.3% |
| YTD | +20.0% | +12.0% | +8.0% | +15.4% |
| 1Y | +3.5% | +20.1% | -16.6% | -2.3% |
| 3Y | +366.1% | +9.6% | +356.5% | +323.4% |
| 5Y | +632.2% | +52.7% | +579.5% | +485.5% |
| All | +1,855.0% | +82.0% | +1,773.0% | +1,263.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling