+397.6%
VRT vs CI
+6.9%
+390.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.1% |
| 7D | +18.6% | -1.7% | +20.3% | +18.2% |
| 30D | -11.7% | +4.9% | -16.5% | -10.6% |
| 3M | -27.3% | +7.4% | -34.7% | -26.0% |
| 6M | -42.9% | +0.4% | -43.3% | -42.2% |
| YTD | +29.5% | +9.5% | +20.0% | +32.6% |
| 1Y | +21.0% | +12.0% | +9.1% | +24.6% |
| All | +397.6% | +6.9% | +390.7% | +409.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling