+688.8%
VRT vs CI
+48.8%
+640.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.6% |
| 7D | +18.6% | -1.7% | +20.3% | +18.7% |
| 30D | -11.7% | +4.9% | -16.5% | -12.0% |
| 3M | -27.3% | +7.4% | -34.7% | -27.8% |
| 6M | -42.9% | +0.4% | -43.3% | -43.0% |
| YTD | +29.5% | +9.5% | +20.0% | +27.9% |
| 1Y | +21.0% | +12.0% | +9.1% | +19.2% |
| 3Y | +403.1% | +7.1% | +396.0% | +367.9% |
| 5Y | +688.8% | +49.3% | +639.5% | +502.9% |
| All | +688.8% | +48.8% | +640.0% | +502.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling