+124.4%
CRUS vs VT
+217.6%
-93.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.3% |
| 7D | +7.0% | -0.1% | +7.1% | +7.3% |
| 30D | +12.4% | -3.1% | +15.5% | +17.4% |
| 3M | -1.4% | -3.5% | +2.1% | +3.5% |
| 6M | -30.0% | +0.5% | -30.5% | -30.4% |
| YTD | +1.4% | +10.8% | -9.4% | -12.4% |
| 1Y | +1.2% | +11.9% | -10.7% | -13.8% |
| 3Y | +64.5% | +73.0% | -8.4% | -21.4% |
| 5Y | +53.8% | +58.6% | -4.8% | -16.4% |
| 10Y | +124.4% | +219.2% | -94.7% | -55.5% |
| All | +124.4% | +217.6% | -93.2% | -55.5% |
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