0.0%
VRT vs CI
+15.7%
-15.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +2.6% |
| 7D | -21.4% | -1.6% | -19.8% | -21.5% |
| 30D | -25.8% | +5.4% | -31.2% | -24.9% |
| 3M | -33.5% | +7.3% | -40.8% | -32.6% |
| 6M | -49.0% | +5.3% | -54.3% | -48.3% |
| YTD | +12.9% | +8.5% | +4.5% | +16.5% |
| 1Y | 0.0% | +17.1% | -17.1% | +10.7% |
| All | 0.0% | +15.7% | -15.6% | +10.7% |
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