-13.6%
CRT vs VT
+374.2%
-387.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +5.9% | +0.4% | +5.4% | +5.5% |
| 30D | +8.5% | +1.0% | +7.5% | +7.7% |
| 3M | +3.1% | +2.4% | +0.7% | +0.8% |
| 6M | +24.1% | +12.0% | +12.1% | +12.9% |
| YTD | +42.9% | +15.3% | +27.6% | +27.0% |
| 1Y | +35.0% | +22.6% | +12.4% | +14.3% |
| 3Y | -34.0% | +74.7% | -108.7% | -57.8% |
| 5Y | +32.1% | +66.1% | -34.0% | -12.8% |
| 10Y | +38.5% | +225.0% | -186.5% | -44.0% |
| All | -13.6% | +374.2% | -387.8% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling