+644.6%
VRT vs CVNA
+686.9%
-42.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | +13.6% | +3.5% | +10.1% | +12.7% |
| 30D | +6.8% | +5.5% | +1.3% | +5.0% |
| 3M | -3.2% | +7.6% | -10.8% | -6.0% |
| 6M | +20.3% | +17.6% | +2.7% | +13.4% |
| YTD | +79.6% | -11.5% | +91.1% | +79.0% |
| 1Y | +139.0% | +0.4% | +138.6% | +127.6% |
| 3Y | +644.6% | +695.6% | -51.0% | +414.9% |
| All | +644.6% | +686.9% | -42.3% | +414.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling