+9.4%
CRDT vs VT
+76.8%
-67.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.6% |
| 7D | -2.4% | -2.0% | -0.4% | -1.9% |
| 30D | -5.3% | -1.4% | -3.9% | -5.0% |
| 3M | -2.3% | +4.7% | -7.1% | -3.4% |
| 6M | +0.3% | +11.4% | -11.1% | -2.1% |
| YTD | -0.5% | +13.1% | -13.5% | -3.1% |
| 1Y | -1.0% | +19.0% | -20.0% | -4.5% |
| 3Y | +7.4% | +73.9% | -66.6% | -3.5% |
| All | +9.4% | +76.8% | -67.4% | -1.8% |
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 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