+336.6%
CRAK vs VT
+240.8%
+95.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.6% | +0.4% | +5.2% | +5.2% |
| 30D | +19.2% | +1.0% | +18.2% | +18.1% |
| 3M | +27.6% | +2.4% | +25.2% | +24.4% |
| 6M | +37.3% | +12.0% | +25.3% | +22.3% |
| YTD | +69.5% | +15.3% | +54.2% | +46.9% |
| 1Y | +83.0% | +22.6% | +60.4% | +49.5% |
| 3Y | +108.0% | +74.7% | +33.3% | +20.4% |
| 5Y | +165.6% | +66.1% | +99.4% | +60.5% |
| 10Y | +336.9% | +225.0% | +111.9% | +41.6% |
| All | +336.6% | +240.8% | +95.8% | +31.8% |
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