+654.4%
VRT vs CP
+25.5%
+628.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.3% |
| 7D | +10.5% | +2.1% | +8.4% | +9.1% |
| 30D | -9.3% | +9.3% | -18.6% | -15.3% |
| 3M | -29.6% | +0.5% | -30.1% | -30.4% |
| 6M | -45.4% | +10.4% | -55.8% | -49.9% |
| YTD | +24.8% | +28.7% | -3.9% | +2.3% |
| 1Y | +23.6% | +33.2% | -9.6% | -1.2% |
| 3Y | +379.7% | +38.4% | +341.2% | +259.6% |
| All | +654.4% | +25.5% | +628.9% | +461.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling