+21.0%
VRT vs CVX
+44.5%
-23.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +2.0% |
| 7D | +18.6% | +1.6% | +17.0% | +19.3% |
| 30D | -11.7% | -0.6% | -11.0% | -11.5% |
| 3M | -27.3% | +11.0% | -38.3% | -23.2% |
| 6M | -42.9% | +18.4% | -61.3% | -36.9% |
| YTD | +29.5% | +45.9% | -16.4% | +35.9% |
| 1Y | +21.0% | +46.7% | -25.6% | +28.5% |
| All | +21.0% | +44.5% | -23.5% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling