+2,010.2%
VRT vs CMS
+86.0%
+1,924.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +18.6% | -1.3% | +19.9% | +18.7% |
| 30D | -11.7% | +5.3% | -16.9% | -12.2% |
| 3M | -27.3% | -0.3% | -26.9% | -27.3% |
| 6M | -42.9% | -4.0% | -38.8% | -42.8% |
| YTD | +29.5% | +2.1% | +27.4% | +28.6% |
| 1Y | +21.0% | -4.7% | +25.8% | +21.2% |
| 3Y | +403.1% | +36.8% | +366.3% | +360.8% |
| 5Y | +688.8% | +34.9% | +654.0% | +622.7% |
| All | +2,010.2% | +86.0% | +1,924.2% | +1,811.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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