+2,397.0%
VRT vs CVS
+93.2%
+2,303.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | -7.7% | -2.0% | -5.7% | -7.3% |
| 30D | -12.0% | +1.9% | -13.9% | -12.3% |
| 3M | -11.7% | -2.2% | -9.5% | -11.4% |
| 6M | -8.1% | +26.7% | -34.8% | -12.8% |
| YTD | +53.2% | +22.9% | +30.3% | +45.4% |
| 1Y | +81.7% | +32.9% | +48.7% | +69.2% |
| 3Y | +535.3% | +62.3% | +473.0% | +449.1% |
| 5Y | +916.4% | +34.2% | +882.1% | +852.7% |
| All | +2,397.0% | +93.2% | +2,303.8% | +2,052.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling