+8.4%
CRESY vs VT
+229.8%
-221.4%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.8% |
| 7D | +0.6% | -1.1% | +1.7% | +1.8% |
| 30D | +13.5% | -1.0% | +14.4% | +14.6% |
| 3M | -4.5% | +3.2% | -7.6% | -8.0% |
| 6M | +3.6% | +12.5% | -8.9% | -9.9% |
| YTD | -3.9% | +14.1% | -17.9% | -17.6% |
| 1Y | +48.5% | +18.9% | +29.6% | +21.8% |
| 3Y | +140.0% | +74.1% | +65.9% | +27.2% |
| 5Y | +238.2% | +66.9% | +171.3% | +89.7% |
| All | +8.4% | +229.8% | -221.4% | -71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling