+567.3%
VRT vs CMS
+32.6%
+534.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.2% |
| 7D | -21.4% | -1.3% | -20.0% | -21.4% |
| 30D | -25.8% | +6.3% | -32.1% | -25.5% |
| 3M | -33.5% | -2.1% | -31.5% | -33.6% |
| 6M | -49.0% | -5.1% | -43.9% | -49.2% |
| YTD | +12.9% | +1.3% | +11.7% | +12.9% |
| 1Y | 0.0% | -1.4% | +1.4% | -0.1% |
| 3Y | +361.8% | +36.9% | +324.9% | +333.4% |
| All | +567.3% | +32.6% | +534.8% | +525.4% |
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