+2,723.0%
VRT vs CI
+68.7%
+2,654.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.6% |
| 7D | +9.1% | +1.3% | +7.8% | +8.8% |
| 30D | +0.9% | +4.4% | -3.5% | -0.2% |
| 3M | -13.4% | +0.7% | -14.0% | -14.0% |
| 6M | +11.7% | +0.3% | +11.3% | +10.7% |
| YTD | +73.2% | +3.8% | +69.4% | +70.3% |
| 1Y | +123.4% | -5.5% | +128.9% | +122.7% |
| 3Y | +606.2% | +8.1% | +598.1% | +538.4% |
| 5Y | +899.9% | +42.8% | +857.1% | +713.9% |
| All | +2,723.0% | +68.7% | +2,654.4% | +1,912.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling