+1,917.9%
VRT vs CME
+154.6%
+1,763.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.1% | +9.8% |
| 7D | -10.6% | -0.6% | -10.0% | -10.5% |
| 30D | -17.4% | +8.5% | -26.0% | -19.9% |
| 3M | -26.4% | +16.0% | -42.4% | -30.3% |
| 6M | -41.0% | +9.3% | -50.4% | -43.4% |
| YTD | +23.8% | +15.3% | +8.5% | +15.0% |
| 1Y | +11.6% | +14.4% | -2.8% | +3.8% |
| 3Y | +403.5% | +59.9% | +343.6% | +283.0% |
| 5Y | +647.0% | +69.4% | +577.6% | +447.5% |
| All | +1,917.9% | +154.6% | +1,763.2% | +1,160.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling