+161.1%
VEA vs CRS
+1,392.1%
-1,231.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | -1.5% | -6.8% | +5.3% | -0.1% |
| 30D | -0.8% | -16.1% | +15.3% | +2.6% |
| 3M | +2.5% | -21.2% | +23.6% | +7.1% |
| 6M | +11.1% | +8.7% | +2.5% | +8.4% |
| YTD | +17.2% | +41.0% | -23.8% | +8.1% |
| 1Y | +24.5% | +82.7% | -58.2% | +8.1% |
| 3Y | +75.4% | +604.8% | -529.4% | +10.0% |
| 5Y | +61.1% | +1,384.7% | -1,323.6% | -17.4% |
| All | +161.1% | +1,392.1% | -1,231.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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