+654.4%
VRT vs CMS
+36.3%
+618.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.4% |
| 7D | +10.5% | +1.7% | +8.8% | +10.7% |
| 30D | -9.3% | +6.2% | -15.5% | -8.8% |
| 3M | -29.6% | +0.6% | -30.2% | -29.5% |
| 6M | -45.4% | -1.8% | -43.6% | -45.4% |
| YTD | +24.8% | +3.8% | +21.0% | +25.1% |
| 1Y | +23.6% | -1.8% | +25.4% | +23.7% |
| 3Y | +379.7% | +39.8% | +339.8% | +351.3% |
| All | +654.4% | +36.3% | +618.1% | +610.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling