+2,723.0%
VRT vs CME
+134.1%
+2,588.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.4% |
| 7D | +9.1% | -1.6% | +10.7% | +9.7% |
| 30D | +0.9% | +6.2% | -5.3% | -1.2% |
| 3M | -13.4% | +10.4% | -23.8% | -17.0% |
| 6M | +11.7% | -9.5% | +21.2% | +14.7% |
| YTD | +73.2% | +6.0% | +67.2% | +66.1% |
| 1Y | +123.4% | +9.3% | +114.1% | +110.3% |
| 3Y | +606.2% | +57.7% | +548.5% | +432.5% |
| 5Y | +899.9% | +77.7% | +822.2% | +605.5% |
| All | +2,723.0% | +134.1% | +2,588.9% | +1,721.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling