+13.1%
CRSP vs VT
+77.9%
-64.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.3% | +0.4% | -3.8% | -4.2% |
| 30D | +6.4% | +1.0% | +5.4% | +4.7% |
| 3M | -2.0% | +2.4% | -4.4% | -5.6% |
| 6M | -7.0% | +12.0% | -19.0% | -23.3% |
| YTD | +6.4% | +15.3% | -8.9% | -16.6% |
| 1Y | +5.8% | +22.6% | -16.8% | -25.4% |
| All | +13.1% | +77.9% | -64.8% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling