+366.1%
VRT vs CMS
+39.1%
+327.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -2.9% |
| 7D | -17.7% | +0.5% | -18.2% | -17.4% |
| 30D | -20.0% | +7.4% | -27.4% | -16.6% |
| 3M | -28.1% | +1.9% | -29.9% | -27.1% |
| 6M | -42.8% | -2.3% | -40.5% | -43.1% |
| YTD | +20.0% | +3.0% | +17.0% | +23.7% |
| 1Y | +3.5% | -2.8% | +6.3% | +3.1% |
| 3Y | +366.1% | +37.9% | +328.2% | +461.2% |
| All | +366.1% | +39.1% | +327.0% | +461.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling