+2,377.2%
VRT vs CTVA
+210.9%
+2,166.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | -7.7% | -4.7% | -3.0% | -5.9% |
| 30D | -12.0% | +11.1% | -23.0% | -15.9% |
| 3M | -11.7% | +13.7% | -25.4% | -17.9% |
| 6M | -8.1% | +11.2% | -19.3% | -13.7% |
| YTD | +53.2% | +26.9% | +26.3% | +36.0% |
| 1Y | +81.7% | +18.8% | +62.8% | +64.2% |
| 3Y | +535.3% | +75.9% | +459.3% | +371.4% |
| 5Y | +916.4% | +105.2% | +811.2% | +616.3% |
| All | +2,377.2% | +210.9% | +2,166.3% | +1,235.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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