-59.1%
CRE vs VT
+23.3%
-82.5%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.1% |
| 7D | -27.6% | +0.4% | -28.1% | -27.5% |
| 30D | +9.5% | +1.0% | +8.5% | +9.9% |
| 3M | -11.8% | +2.4% | -14.2% | -9.8% |
| 6M | +3.7% | +12.0% | -8.3% | +11.0% |
| YTD | +2.1% | +15.3% | -13.2% | +2.5% |
| 1Y | -59.1% | +22.6% | -81.7% | -60.2% |
| All | -59.1% | +23.3% | -82.5% | -60.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling