-95.4%
CRE vs VT
+17.5%
-112.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -7.4% |
| 7D | -5.1% | -4.2% | -0.9% | -6.7% |
| 30D | -6.5% | -5.8% | -0.7% | -9.0% |
| 3M | -6.0% | -5.2% | -0.8% | -8.2% |
| 6M | -37.5% | +0.1% | -37.7% | -35.8% |
| YTD | -12.3% | +8.2% | -20.6% | -10.3% |
| 1Y | -54.8% | +10.1% | -64.9% | -53.9% |
| All | -95.4% | +17.5% | -112.9% | -94.1% |
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