+79.0%
CRT vs VT
+221.8%
-142.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.2% | +3.2% |
| 7D | +1.2% | +2.4% | -1.2% | -0.8% |
| 30D | +5.1% | -1.5% | +6.6% | +6.4% |
| 3M | +31.9% | -4.1% | +36.1% | +36.2% |
| 6M | +24.8% | +0.6% | +24.3% | +23.3% |
| YTD | +72.2% | +11.0% | +61.1% | +55.2% |
| 1Y | +58.7% | +13.3% | +45.3% | +40.5% |
| 3Y | -17.8% | +73.4% | -91.2% | -51.3% |
| 5Y | +41.5% | +57.4% | -15.9% | -9.1% |
| All | +79.0% | +221.8% | -142.8% | -41.4% |
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