+269.9%
CRAK vs VT
+217.6%
+52.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -7.3% | -0.1% | -7.1% | -7.2% |
| 30D | -15.2% | -3.1% | -12.2% | -13.0% |
| 3M | +0.4% | -3.5% | +3.9% | +3.3% |
| 6M | +13.2% | +0.5% | +12.8% | +11.8% |
| YTD | +49.8% | +10.8% | +39.1% | +34.1% |
| 1Y | +41.8% | +11.9% | +29.9% | +25.6% |
| 3Y | +88.8% | +73.0% | +15.9% | +9.1% |
| 5Y | +123.0% | +58.6% | +64.4% | +39.6% |
| 10Y | +269.9% | +219.2% | +50.7% | +23.4% |
| All | +269.9% | +217.6% | +52.2% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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