+976.8%
VRT vs CNC
+3.0%
+973.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.6% |
| 7D | +2.4% | -4.9% | +7.3% | +2.7% |
| 30D | -2.7% | -3.8% | +1.1% | -2.5% |
| 3M | -9.2% | -3.2% | -5.9% | -9.1% |
| 6M | -0.5% | +47.9% | -48.4% | -2.9% |
| YTD | +62.3% | +55.7% | +6.7% | +57.5% |
| 1Y | +109.6% | +106.2% | +3.3% | +98.6% |
| 3Y | +573.1% | -2.1% | +575.1% | +555.7% |
| All | +976.8% | +3.0% | +973.8% | +1,009.3% |
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