+654.4%
VRT vs CVNA
+22.2%
+632.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.2% | -5.8% | -4.0% |
| 7D | +10.5% | -1.6% | +12.1% | +10.8% |
| 30D | -9.3% | +24.9% | -34.2% | -13.2% |
| 3M | -29.6% | -1.8% | -27.8% | -29.9% |
| 6M | -45.4% | +3.5% | -48.9% | -46.5% |
| YTD | +24.8% | -14.3% | +39.1% | +24.8% |
| 1Y | +23.6% | +13.6% | +10.0% | +17.4% |
| 3Y | +379.7% | +1,163.4% | -783.8% | +201.7% |
| All | +654.4% | +22.2% | +632.2% | +626.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling