+916.4%
VRT vs CMI
+163.4%
+752.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.8% | -4.7% |
| 7D | -7.7% | +0.8% | -8.5% | -8.3% |
| 30D | -12.0% | -12.8% | +0.8% | +1.3% |
| 3M | -11.7% | -12.4% | +0.8% | +3.2% |
| 6M | -8.1% | -0.9% | -7.2% | -5.0% |
| YTD | +53.2% | +8.9% | +44.4% | +43.7% |
| 1Y | +81.7% | +37.7% | +44.0% | +35.2% |
| 3Y | +535.3% | +148.9% | +386.4% | +177.1% |
| 5Y | +916.4% | +164.4% | +752.0% | +284.7% |
| All | +916.4% | +163.4% | +752.9% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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