+1,917.8%
VRT vs CTVA
+131.3%
+1,786.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.6% | -6.2% | -4.5% |
| 7D | +10.5% | -20.8% | +31.3% | +17.6% |
| 30D | -9.3% | -29.6% | +20.3% | +0.4% |
| 3M | -29.6% | -16.9% | -12.7% | -27.9% |
| 6M | -45.4% | -24.3% | -21.1% | -42.7% |
| YTD | +24.8% | -5.6% | +30.4% | +19.0% |
| 1Y | +23.6% | -4.2% | +27.8% | +17.0% |
| 3Y | +379.7% | +43.3% | +336.4% | +269.3% |
| 5Y | +660.3% | +35.7% | +624.6% | +504.3% |
| All | +1,917.8% | +131.3% | +1,786.6% | +1,068.7% |
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