+893.4%
VRT vs CIFR
-34.2%
+927.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +17.9% | -14.5% | +0.1% |
| 7D | -21.4% | -10.2% | -11.1% | -19.9% |
| 30D | -25.8% | -55.0% | +29.2% | -14.8% |
| 3M | -33.5% | -64.1% | +30.5% | -20.9% |
| 6M | -49.0% | -70.1% | +21.1% | -38.5% |
| YTD | +12.9% | -55.7% | +68.6% | +25.3% |
| 1Y | 0.0% | -69.9% | +69.9% | +17.1% |
| 3Y | +361.8% | +68.7% | +293.1% | +262.1% |
| 5Y | +565.1% | -26.2% | +591.4% | +354.7% |
| All | +893.4% | -34.2% | +927.6% | +548.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling