+2,010.2%
VRT vs CLS
+2,015.2%
-5.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | -0.9% |
| 7D | +18.6% | +23.5% | -4.9% | +6.3% |
| 30D | -11.7% | -28.9% | +17.3% | +5.7% |
| 3M | -27.3% | -25.2% | -2.1% | -16.0% |
| 6M | -42.9% | -32.1% | -10.8% | -32.8% |
| YTD | +29.5% | -14.1% | +43.6% | +31.2% |
| 1Y | +21.0% | -24.1% | +45.1% | +29.0% |
| 3Y | +403.1% | +897.0% | -493.9% | +50.5% |
| 5Y | +688.8% | +2,089.9% | -1,401.1% | +67.2% |
| All | +2,010.2% | +2,015.2% | -5.0% | +188.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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