+379.7%
VRT vs CME
+65.9%
+313.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.8% | -4.4% | -3.2% |
| 7D | +10.5% | +3.9% | +6.6% | +13.0% |
| 30D | -9.3% | +11.3% | -20.7% | -3.1% |
| 3M | -29.6% | +19.6% | -49.1% | -21.7% |
| 6M | -45.4% | +8.1% | -53.4% | -41.0% |
| YTD | +24.8% | +20.4% | +4.4% | +42.5% |
| 1Y | +23.6% | +16.5% | +7.1% | +39.1% |
| 3Y | +379.7% | +66.4% | +313.2% | +537.9% |
| All | +379.7% | +65.9% | +313.7% | +537.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling