+297.3%
CRAK vs VT
+229.1%
+68.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.3% |
| 7D | +2.2% | +2.9% | -0.7% | -0.4% |
| 30D | -14.8% | -2.5% | -12.3% | -13.0% |
| 3M | -0.3% | -3.3% | +3.1% | +2.5% |
| 6M | +16.3% | +1.5% | +14.7% | +13.7% |
| YTD | +54.3% | +11.4% | +42.9% | +37.5% |
| 1Y | +44.6% | +11.9% | +32.7% | +28.2% |
| 3Y | +94.4% | +73.9% | +20.5% | +12.5% |
| 5Y | +131.4% | +57.9% | +73.5% | +46.2% |
| 10Y | +280.8% | +222.6% | +58.2% | +24.1% |
| All | +297.3% | +229.1% | +68.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling