+281.4%
CRAK vs VT
+220.6%
+60.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.1% |
| 7D | -10.6% | -2.3% | -8.3% | -8.8% |
| 30D | -15.6% | -5.0% | -10.6% | -11.8% |
| 3M | +2.8% | -4.9% | +7.7% | +7.1% |
| 6M | +10.9% | -1.5% | +12.4% | +11.5% |
| YTD | +48.1% | +8.5% | +39.6% | +35.2% |
| 1Y | +43.8% | +11.4% | +32.4% | +27.9% |
| 3Y | +81.5% | +70.1% | +11.4% | +7.1% |
| 5Y | +117.3% | +53.7% | +63.5% | +40.6% |
| 10Y | +269.3% | +220.0% | +49.3% | +21.2% |
| All | +281.4% | +220.6% | +60.8% | +21.3% |
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