+123.4%
VRT vs CP
+19.9%
+103.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.2% |
| 7D | +9.1% | -2.7% | +11.8% | +10.2% |
| 30D | +0.9% | +0.2% | +0.8% | +0.8% |
| 3M | -13.4% | +2.6% | -15.9% | -14.6% |
| 6M | +11.7% | +6.0% | +5.7% | +6.5% |
| YTD | +73.2% | +24.9% | +48.3% | +61.2% |
| 1Y | +123.4% | +20.1% | +103.3% | +108.2% |
| All | +123.4% | +19.9% | +103.5% | +108.2% |
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