+1,740.6%
VRT vs CI
+76.3%
+1,664.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.0% |
| 7D | -21.4% | -1.6% | -19.8% | -21.2% |
| 30D | -25.8% | +5.4% | -31.2% | -27.0% |
| 3M | -33.5% | +7.3% | -40.8% | -35.0% |
| 6M | -49.0% | +5.3% | -54.3% | -50.3% |
| YTD | +12.9% | +8.5% | +4.5% | +9.4% |
| 1Y | 0.0% | +17.1% | -17.1% | -5.2% |
| 3Y | +361.8% | +1.4% | +360.4% | +329.6% |
| 5Y | +565.1% | +50.5% | +514.7% | +432.2% |
| All | +1,740.6% | +76.3% | +1,664.3% | +1,192.4% |
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