-41.4%
CRML vs VT
+65.8%
-107.2%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.2% |
| 7D | -6.9% | -0.1% | -6.7% | -6.2% |
| 30D | -15.2% | -3.1% | -12.1% | -11.1% |
| 3M | -16.1% | -3.5% | -12.6% | -10.7% |
| 6M | -53.6% | +0.5% | -54.0% | -51.8% |
| YTD | -16.1% | +10.8% | -26.9% | -18.3% |
| 1Y | -43.5% | +11.9% | -55.4% | -45.2% |
| 3Y | -46.7% | +73.0% | -119.7% | -54.3% |
| All | -41.4% | +65.8% | -107.2% | -49.9% |
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