+1,934.0%
VRT vs CMS
+89.1%
+1,844.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.8% |
| 7D | +10.5% | +1.7% | +8.8% | +10.3% |
| 30D | -9.3% | +6.2% | -15.5% | -10.0% |
| 3M | -29.6% | +0.6% | -30.2% | -29.7% |
| 6M | -45.4% | -1.8% | -43.6% | -45.5% |
| YTD | +24.8% | +3.8% | +21.0% | +23.7% |
| 1Y | +23.6% | -1.8% | +25.4% | +23.4% |
| 3Y | +379.7% | +39.8% | +339.8% | +338.0% |
| 5Y | +660.3% | +37.1% | +623.2% | +595.5% |
| All | +1,934.0% | +89.1% | +1,844.9% | +1,739.3% |
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