+129.0%
CRUS vs VT
+224.7%
-95.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | -0.3% |
| 7D | +5.0% | -0.7% | +5.7% | +6.0% |
| 30D | +14.5% | -1.7% | +16.3% | +17.3% |
| 3M | -0.2% | -2.3% | +2.1% | +2.9% |
| 6M | -30.1% | +1.5% | -31.6% | -31.5% |
| YTD | +2.7% | +12.0% | -9.3% | -12.7% |
| 1Y | +1.1% | +12.9% | -11.7% | -14.9% |
| 3Y | +66.7% | +74.9% | -8.2% | -21.6% |
| 5Y | +52.2% | +59.9% | -7.7% | -18.2% |
| All | +129.0% | +224.7% | -95.7% | -56.5% |
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