+1,934.0%
VRT vs CVX
+151.8%
+1,782.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -4.2% |
| 7D | +10.5% | +3.4% | +7.1% | +9.1% |
| 30D | -9.3% | -1.0% | -8.3% | -8.9% |
| 3M | -29.6% | +12.2% | -41.8% | -32.7% |
| 6M | -45.4% | +20.3% | -65.7% | -49.6% |
| YTD | +24.8% | +48.3% | -23.5% | +4.5% |
| 1Y | +23.6% | +46.9% | -23.3% | +3.9% |
| 3Y | +379.7% | +73.1% | +306.6% | +272.3% |
| 5Y | +660.3% | +135.2% | +525.1% | +398.0% |
| All | +1,934.0% | +151.8% | +1,782.2% | +905.4% |
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