+2,723.0%
VRT vs CP
+147.6%
+2,575.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.0% | +4.2% |
| 7D | +9.1% | -2.7% | +11.8% | +10.8% |
| 30D | +0.9% | +0.2% | +0.8% | +0.8% |
| 3M | -13.4% | +2.6% | -15.9% | -15.1% |
| 6M | +11.7% | +6.0% | +5.7% | +7.4% |
| YTD | +73.2% | +24.9% | +48.3% | +51.3% |
| 1Y | +123.4% | +20.1% | +103.3% | +98.9% |
| 3Y | +606.2% | +16.4% | +589.8% | +532.8% |
| 5Y | +899.9% | +31.7% | +868.2% | +737.2% |
| All | +2,723.0% | +147.6% | +2,575.5% | +1,697.4% |
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