+1,993.4%
VRT vs CTVA
+125.4%
+1,868.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -24.3% | +25.8% | +9.8% |
| 7D | +18.6% | -23.7% | +42.3% | +27.9% |
| 30D | -11.7% | -31.2% | +19.6% | -1.4% |
| 3M | -27.3% | -18.7% | -8.5% | -25.0% |
| 6M | -42.9% | -25.5% | -17.4% | -39.8% |
| YTD | +29.5% | -8.0% | +37.5% | +24.6% |
| 1Y | +21.0% | -7.0% | +28.0% | +15.9% |
| 3Y | +403.1% | +45.2% | +357.9% | +283.9% |
| 5Y | +688.8% | +32.3% | +656.6% | +532.8% |
| All | +1,993.4% | +125.4% | +1,868.0% | +1,123.8% |
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