+44.1%
CRT vs VT
+226.9%
-182.8%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | +5.9% | -2.0% | +7.9% | +7.6% |
| 30D | +14.0% | -1.4% | +15.4% | +15.3% |
| 3M | +5.9% | +4.7% | +1.2% | +1.4% |
| 6M | +21.3% | +11.4% | +10.0% | +9.7% |
| YTD | +47.1% | +13.1% | +34.1% | +31.0% |
| 1Y | +49.6% | +19.0% | +30.6% | +27.1% |
| 3Y | -32.4% | +73.9% | -106.4% | -59.9% |
| 5Y | +42.8% | +65.4% | -22.6% | -12.2% |
| All | +44.1% | +226.9% | -182.8% | -52.1% |
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