+2,700.6%
VRT vs CTVA
+223.3%
+2,477.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.2% | +4.7% |
| 7D | +9.1% | +4.9% | +4.2% | +6.9% |
| 30D | +0.9% | +11.9% | -11.0% | -3.9% |
| 3M | -13.4% | +13.7% | -27.0% | -19.4% |
| 6M | +11.7% | +13.1% | -1.5% | +4.2% |
| YTD | +73.2% | +32.0% | +41.3% | +51.3% |
| 1Y | +123.4% | +22.1% | +101.3% | +99.8% |
| 3Y | +606.2% | +77.5% | +528.7% | +423.1% |
| 5Y | +899.9% | +106.3% | +793.6% | +603.1% |
| All | +2,700.6% | +223.3% | +2,477.3% | +1,385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling