+1,855.0%
VRT vs CP
+154.0%
+1,700.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.9% | -3.0% |
| 7D | -17.7% | +2.8% | -20.5% | -19.1% |
| 30D | -20.0% | +11.0% | -31.0% | -25.1% |
| 3M | -28.1% | +3.8% | -31.9% | -30.1% |
| 6M | -42.8% | +9.5% | -52.3% | -46.5% |
| YTD | +20.0% | +28.2% | -8.2% | +2.6% |
| 1Y | +3.5% | +33.0% | -29.4% | -13.4% |
| 3Y | +366.1% | +35.5% | +330.6% | +281.8% |
| 5Y | +632.2% | +25.8% | +606.4% | +521.2% |
| All | +1,855.0% | +154.0% | +1,700.9% | +1,118.8% |
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