+682.7%
VRT vs CNC
-7.1%
+689.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +18.6% | -5.3% | +23.9% | +18.7% |
| 30D | -11.7% | +2.0% | -13.7% | -11.7% |
| 3M | -27.3% | +4.8% | -32.1% | -27.5% |
| 6M | -42.9% | +18.5% | -61.4% | -43.4% |
| YTD | +29.5% | +70.8% | -41.3% | +25.2% |
| 1Y | +21.0% | +94.1% | -73.1% | +16.0% |
| 3Y | +403.1% | -2.2% | +405.3% | +404.4% |
| All | +682.7% | -7.1% | +689.8% | +730.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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