+13.8%
VRT vs CME
+19.8%
-6.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.4% | -14.3% | -11.9% |
| 7D | -15.4% | +4.8% | -20.2% | -12.4% |
| 30D | -19.0% | +14.2% | -33.1% | -11.4% |
| 3M | -23.8% | +17.9% | -41.8% | -14.8% |
| 6M | -37.9% | +7.2% | -45.1% | -32.0% |
| YTD | +27.0% | +16.7% | +10.2% | +44.2% |
| 1Y | +13.8% | +19.6% | -5.8% | +31.4% |
| All | +13.8% | +19.8% | -6.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling