+2,010.2%
VRT vs CVNA
+708.1%
+1,302.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.2% |
| 7D | +18.6% | -1.7% | +20.3% | +19.0% |
| 30D | -11.7% | +17.3% | -29.0% | -14.5% |
| 3M | -27.3% | -2.3% | -25.0% | -27.5% |
| 6M | -42.9% | -3.9% | -39.0% | -43.4% |
| YTD | +29.5% | -16.1% | +45.6% | +30.0% |
| 1Y | +21.0% | +7.9% | +13.1% | +16.1% |
| 3Y | +403.1% | +1,113.4% | -710.3% | +211.2% |
| 5Y | +688.8% | +20.3% | +668.5% | +459.3% |
| All | +2,010.2% | +708.1% | +1,302.1% | +893.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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