+6.8%
VRT vs CI
+15.8%
-8.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.7% | +8.9% | +9.8% |
| 7D | -10.6% | +0.1% | -10.7% | -10.4% |
| 30D | -17.4% | +4.7% | -22.1% | -16.5% |
| 3M | -26.4% | +5.2% | -31.6% | -25.5% |
| 6M | -41.0% | +3.8% | -44.8% | -39.9% |
| YTD | +23.8% | +9.2% | +14.6% | +27.3% |
| All | +6.8% | +15.8% | -8.9% | +16.0% |
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