+1,978.7%
VRT vs CP
+154.0%
+1,824.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +0.5% | -0.7% | +1.1% | +0.9% |
| 30D | -13.7% | +9.6% | -23.4% | -18.6% |
| 3M | -26.7% | +2.2% | -28.9% | -28.1% |
| 6M | -43.8% | +11.1% | -54.9% | -47.9% |
| YTD | +27.6% | +28.2% | -0.6% | +9.1% |
| 1Y | +15.5% | +32.2% | -16.7% | -3.0% |
| 3Y | +395.6% | +35.5% | +360.1% | +306.0% |
| 5Y | +677.3% | +26.8% | +650.6% | +557.2% |
| All | +1,978.7% | +154.0% | +1,824.7% | +1,196.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling