+13.8%
VRT vs CP
+35.2%
-21.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +3.5% | -16.4% | -13.7% |
| 7D | -15.4% | +5.6% | -21.0% | -16.7% |
| 30D | -19.0% | +10.0% | -29.0% | -22.0% |
| 3M | -23.8% | +4.4% | -28.2% | -24.9% |
| 6M | -37.9% | +14.1% | -51.9% | -42.3% |
| YTD | +27.0% | +29.1% | -2.1% | +14.8% |
| 1Y | +13.8% | +34.6% | -20.8% | +2.0% |
| All | +13.8% | +35.2% | -21.4% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling