+567.3%
VRT vs CI
+49.9%
+517.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.6% |
| 7D | -21.4% | -1.6% | -19.8% | -21.3% |
| 30D | -25.8% | +5.4% | -31.2% | -26.2% |
| 3M | -33.5% | +7.3% | -40.8% | -34.0% |
| 6M | -49.0% | +5.3% | -54.3% | -49.5% |
| YTD | +12.9% | +8.5% | +4.5% | +11.6% |
| 1Y | 0.0% | +17.1% | -17.1% | -2.1% |
| 3Y | +361.8% | +1.4% | +360.4% | +340.1% |
| All | +567.3% | +49.9% | +517.5% | +410.7% |
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 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