+1,327.8%
VRT vs CIFR
+69.8%
+1,258.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.7% | -0.9% | -8.1% |
| 7D | +2.4% | +11.3% | -8.9% | +0.5% |
| 30D | -2.7% | +3.5% | -6.2% | -3.5% |
| 3M | -9.2% | -26.6% | +17.5% | -5.9% |
| 6M | -0.5% | +18.1% | -18.6% | -5.7% |
| YTD | +62.3% | +14.5% | +47.8% | +52.8% |
| 1Y | +109.6% | +83.3% | +26.3% | +78.3% |
| 3Y | +573.1% | +461.5% | +111.6% | +329.5% |
| 5Y | +953.6% | +29.3% | +924.3% | +506.7% |
| All | +1,327.8% | +69.8% | +1,258.0% | +690.6% |
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