+128.5%
CRUS vs VT
+222.7%
-94.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -2.1% | -0.1% | -1.9% | -1.9% |
| 30D | -9.1% | -0.7% | -8.5% | -8.3% |
| 3M | -32.5% | +4.0% | -36.5% | -36.0% |
| 6M | -17.3% | +12.3% | -29.6% | -29.6% |
| YTD | -6.6% | +14.0% | -20.6% | -22.4% |
| 1Y | -4.9% | +20.3% | -25.2% | -26.5% |
| 3Y | +50.6% | +75.4% | -24.8% | -29.4% |
| 5Y | +27.7% | +66.0% | -38.3% | -34.7% |
| 10Y | +128.5% | +228.2% | -99.7% | -54.8% |
| All | +128.5% | +222.7% | -94.1% | -54.8% |
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 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