-53.6%
CRE vs VT
+10.5%
-64.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +3.0% |
| 7D | +1.6% | -2.3% | +3.9% | +0.9% |
| 30D | -5.7% | -5.0% | -0.7% | -7.8% |
| 3M | -7.7% | -4.9% | -2.9% | -9.9% |
| 6M | -9.4% | -1.5% | -7.9% | -7.9% |
| YTD | -9.8% | +8.5% | -18.3% | -10.6% |
| 1Y | -53.6% | +11.4% | -65.0% | -54.6% |
| All | -53.6% | +10.5% | -64.1% | -54.6% |
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