+2,486.9%
VRT vs CVX
+145.1%
+2,341.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | -8.4% | +2.6% | -11.0% | -9.3% |
| 30D | -10.9% | +9.8% | -20.7% | -14.0% |
| 3M | -13.7% | +16.2% | -29.9% | -19.0% |
| 6M | -4.1% | +13.6% | -17.7% | -10.2% |
| YTD | +58.7% | +44.4% | +14.4% | +34.4% |
| 1Y | +89.6% | +40.6% | +49.0% | +61.8% |
| 3Y | +558.1% | +48.2% | +510.0% | +441.1% |
| 5Y | +953.0% | +172.3% | +780.7% | +542.5% |
| All | +2,486.9% | +145.1% | +2,341.7% | +1,192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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