-77.5%
CREX vs VT
+229.8%
-307.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.2% |
| 7D | +5.2% | -1.1% | +6.3% | +6.1% |
| 30D | -5.7% | -1.0% | -4.7% | -4.9% |
| 3M | -26.5% | +3.2% | -29.6% | -28.4% |
| 6M | -23.3% | +12.5% | -35.8% | -31.0% |
| YTD | +8.4% | +14.1% | -5.6% | -3.3% |
| 1Y | +24.1% | +18.9% | +5.2% | +6.9% |
| 3Y | +68.5% | +74.1% | -5.6% | +8.5% |
| 5Y | -29.6% | +66.9% | -96.5% | -53.1% |
| All | -77.5% | +229.8% | -307.3% | -87.3% |
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