+1,021.9%
VRT vs CIFR
-28.5%
+1,050.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.9% | -2.6% | +4.7% |
| 7D | +0.5% | +9.4% | -8.9% | -1.2% |
| 30D | -13.7% | -45.3% | +31.6% | -4.2% |
| 3M | -26.7% | -58.7% | +32.0% | -14.8% |
| 6M | -43.8% | -64.9% | +21.1% | -34.1% |
| YTD | +27.6% | -51.8% | +79.4% | +39.5% |
| 1Y | +15.5% | -61.9% | +77.4% | +30.1% |
| 3Y | +395.6% | +138.6% | +257.0% | +270.8% |
| 5Y | +677.3% | -13.0% | +690.3% | +421.8% |
| All | +1,021.9% | -28.5% | +1,050.4% | +621.6% |
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