+1,917.9%
VRT vs CP
+154.7%
+1,763.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +8.5% |
| 7D | -10.6% | +2.8% | -13.4% | -12.1% |
| 30D | -17.4% | +11.3% | -28.8% | -22.8% |
| 3M | -26.4% | +2.9% | -29.2% | -28.1% |
| 6M | -41.0% | +9.8% | -50.8% | -44.9% |
| YTD | +23.8% | +28.5% | -4.7% | +5.7% |
| 1Y | +11.6% | +33.5% | -21.9% | -6.8% |
| 3Y | +403.5% | +31.9% | +371.6% | +318.1% |
| 5Y | +647.0% | +25.5% | +621.5% | +534.3% |
| All | +1,917.9% | +154.7% | +1,763.2% | +1,156.2% |
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 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