-87.5%
CREX vs VT
+215.5%
-303.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -4.7% | -2.3% | -2.4% | -2.6% |
| 30D | -16.1% | -5.0% | -11.2% | -12.3% |
| 3M | -30.2% | -4.9% | -25.4% | -27.1% |
| 6M | -47.8% | -1.5% | -46.3% | -47.1% |
| YTD | -22.2% | +8.5% | -30.7% | -27.6% |
| 1Y | -28.0% | +11.4% | -39.4% | -34.5% |
| 3Y | +5.2% | +70.1% | -64.9% | -31.0% |
| 5Y | -56.9% | +53.7% | -110.6% | -69.5% |
| All | -87.5% | +215.5% | -303.0% | -91.2% |
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 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