-0.4%
CRSP vs VT
+20.4%
-20.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.3% |
| 7D | -6.1% | -0.1% | -6.0% | -5.9% |
| 30D | -0.1% | -0.7% | +0.6% | +1.3% |
| 3M | +3.8% | +4.0% | -0.2% | -2.8% |
| 6M | -9.1% | +12.3% | -21.4% | -25.0% |
| YTD | +1.9% | +14.0% | -12.1% | -18.5% |
| 1Y | -0.4% | +20.3% | -20.7% | -28.8% |
| All | -0.4% | +20.4% | -20.9% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling