+2,826.7%
VRT vs CME
+131.6%
+2,695.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.0% |
| 7D | +13.6% | -2.9% | +16.5% | +14.7% |
| 30D | +6.8% | +5.5% | +1.2% | +4.8% |
| 3M | -3.2% | +11.0% | -14.2% | -7.4% |
| 6M | +20.3% | -9.7% | +30.0% | +23.6% |
| YTD | +79.6% | +4.9% | +74.7% | +72.8% |
| 1Y | +139.0% | +10.1% | +128.9% | +124.0% |
| 3Y | +644.6% | +53.5% | +591.1% | +468.3% |
| 5Y | +1,024.4% | +77.2% | +947.2% | +692.7% |
| All | +2,826.7% | +131.6% | +2,695.1% | +1,794.4% |
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 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