+205.3%
CRM vs VT
+224.7%
-19.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +0.8% |
| 7D | -4.0% | -0.7% | -3.3% | -3.4% |
| 30D | -6.8% | -1.7% | -5.1% | -5.1% |
| 3M | +10.6% | -2.3% | +12.9% | +13.2% |
| 6M | +23.4% | +1.5% | +21.8% | +19.4% |
| YTD | -17.1% | +12.0% | -29.2% | -29.7% |
| 1Y | -10.1% | +12.9% | -22.9% | -24.4% |
| 3Y | +4.0% | +74.9% | -71.0% | -49.5% |
| 5Y | -26.7% | +59.9% | -86.6% | -59.3% |
| All | +205.3% | +224.7% | -19.3% | -29.6% |
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