-86.0%
CRDF vs VT
+53.4%
-139.4%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.0% | +4.9% |
| 7D | -10.1% | -2.3% | -7.8% | -5.8% |
| 30D | -26.6% | -5.0% | -21.7% | -19.2% |
| 3M | -16.7% | -4.9% | -11.8% | -9.2% |
| 6M | -52.4% | -1.5% | -50.8% | -51.2% |
| YTD | -71.5% | +8.5% | -80.0% | -75.3% |
| 1Y | -64.4% | +11.4% | -75.8% | -70.5% |
| 3Y | -25.9% | +70.1% | -96.0% | -69.0% |
| All | -86.0% | +53.4% | -139.4% | -91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling