+953.6%
VRT vs CTVA
+103.5%
+850.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.1% |
| 7D | +2.4% | -5.8% | +8.2% | +4.9% |
| 30D | -2.7% | +11.1% | -13.7% | -7.2% |
| 3M | -9.2% | +13.2% | -22.4% | -16.2% |
| 6M | -0.5% | +8.7% | -9.2% | -6.4% |
| YTD | +62.3% | +27.3% | +35.1% | +41.8% |
| 1Y | +109.6% | +18.0% | +91.6% | +88.0% |
| 3Y | +573.1% | +76.5% | +496.6% | +373.6% |
| 5Y | +953.6% | +105.1% | +848.5% | +578.8% |
| All | +953.6% | +103.5% | +850.1% | +578.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling