+1,740.6%
VRT vs CMS
+84.4%
+1,656.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.1% | +5.6% | +3.7% |
| 7D | -21.4% | -1.3% | -20.0% | -21.3% |
| 30D | -25.8% | +6.3% | -32.1% | -26.4% |
| 3M | -33.5% | -2.1% | -31.5% | -33.5% |
| 6M | -49.0% | -5.1% | -43.9% | -48.9% |
| YTD | +12.9% | +1.3% | +11.7% | +12.2% |
| 1Y | 0.0% | -1.4% | +1.4% | -0.3% |
| 3Y | +361.8% | +36.9% | +324.9% | +322.2% |
| 5Y | +565.1% | +32.5% | +532.6% | +511.0% |
| All | +1,740.6% | +84.4% | +1,656.2% | +1,568.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling