-36.4%
CREX vs VT
+66.2%
-102.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | -5.6% | +0.4% | -6.1% | -6.2% |
| 30D | -11.8% | +1.0% | -12.8% | -12.7% |
| 3M | -33.3% | +2.4% | -35.6% | -35.1% |
| 6M | -28.6% | +12.0% | -40.7% | -38.0% |
| YTD | +3.1% | +15.3% | -12.3% | -13.3% |
| 1Y | +15.5% | +22.6% | -7.1% | -9.7% |
| 3Y | +37.9% | +74.7% | -36.7% | -26.7% |
| All | -36.4% | +66.2% | -102.6% | -61.5% |
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