+989.1%
VRT vs CIFR
-31.6%
+1,020.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.0% | +5.6% | +8.9% |
| 7D | -10.6% | -0.7% | -9.9% | -10.6% |
| 30D | -17.4% | -49.6% | +32.2% | -7.0% |
| 3M | -26.4% | -60.4% | +34.0% | -13.8% |
| 6M | -41.0% | -66.9% | +25.9% | -30.0% |
| YTD | +23.8% | -53.9% | +77.7% | +36.5% |
| 1Y | +11.6% | -67.1% | +78.7% | +28.8% |
| 3Y | +403.5% | +118.3% | +285.2% | +281.8% |
| 5Y | +647.0% | -26.9% | +673.9% | +408.2% |
| All | +989.1% | -31.6% | +1,020.6% | +606.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 10y: compounded portfolio wealth divided by compounded CIFR 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…
10y analysis · Full analysis span regression · 6 months rolling