+1,678.9%
VRT vs CP
+154.0%
+1,525.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -0.7% | -13.3% | -13.6% |
| 7D | -28.1% | +6.1% | -34.2% | -30.7% |
| 30D | -30.2% | +9.8% | -39.9% | -34.2% |
| 3M | -36.4% | +2.7% | -39.1% | -37.8% |
| 6M | -48.2% | +12.8% | -60.9% | -52.3% |
| YTD | +9.2% | +28.2% | -19.0% | -6.7% |
| 1Y | -7.2% | +34.1% | -41.4% | -22.8% |
| 3Y | +338.7% | +28.9% | +309.8% | +269.0% |
| 5Y | +542.8% | +27.1% | +515.8% | +442.7% |
| All | +1,678.9% | +154.0% | +1,525.0% | +1,008.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling