+2,486.9%
VRT vs CVNA
+689.0%
+1,797.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.9% |
| 7D | -8.4% | -7.3% | -1.1% | -7.1% |
| 30D | -10.9% | -4.6% | -6.3% | -10.3% |
| 3M | -13.7% | +2.0% | -15.7% | -14.6% |
| 6M | -4.1% | +11.7% | -15.9% | -7.1% |
| YTD | +58.7% | -18.1% | +76.8% | +61.0% |
| 1Y | +89.6% | -2.4% | +92.0% | +85.2% |
| 3Y | +558.1% | +580.6% | -22.4% | +344.8% |
| 5Y | +953.0% | +4.9% | +948.1% | +669.1% |
| All | +2,486.9% | +689.0% | +1,797.9% | +1,129.4% |
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