+567.3%
VRT vs CME
+69.3%
+498.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.5% |
| 7D | -21.4% | +0.9% | -22.3% | -21.3% |
| 30D | -25.8% | +13.2% | -39.0% | -26.0% |
| 3M | -33.5% | +16.3% | -49.8% | -33.8% |
| 6M | -49.0% | +7.1% | -56.2% | -48.5% |
| YTD | +12.9% | +15.8% | -2.9% | +11.6% |
| 1Y | 0.0% | +17.1% | -17.1% | -1.5% |
| 3Y | +361.8% | +63.2% | +298.6% | +280.3% |
| All | +567.3% | +69.3% | +498.0% | +434.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling