+62.3%
CRESY vs VT
+364.8%
-302.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.6% |
| 7D | +6.5% | -2.0% | +8.5% | +8.6% |
| 30D | +19.2% | -1.4% | +20.6% | +20.8% |
| 3M | +8.8% | +4.7% | +4.1% | +4.0% |
| 6M | +11.8% | +11.4% | +0.4% | +0.4% |
| YTD | -0.2% | +13.1% | -13.2% | -11.5% |
| 1Y | +52.0% | +19.0% | +33.0% | +28.5% |
| 3Y | +151.2% | +73.9% | +77.2% | +47.4% |
| 5Y | +251.3% | +65.4% | +185.9% | +119.4% |
| 10Y | +11.1% | +225.4% | -214.3% | -61.6% |
| All | +62.3% | +364.8% | -302.5% | -62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling