+1,917.9%
VRT vs CI
+77.5%
+1,840.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +9.5% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | -17.4% | +4.7% | -22.1% | -18.5% |
| 3M | -26.4% | +5.2% | -31.6% | -27.6% |
| 6M | -41.0% | +3.8% | -44.8% | -42.2% |
| YTD | +23.8% | +9.2% | +14.6% | +19.7% |
| 1Y | +11.6% | +14.3% | -2.6% | +6.5% |
| 3Y | +403.5% | +8.4% | +395.1% | +357.3% |
| 5Y | +647.0% | +50.0% | +597.0% | +499.0% |
| All | +1,917.9% | +77.5% | +1,840.4% | +1,315.0% |
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 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