+800.0%
VGT vs CRS
+1,392.1%
-592.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.5% |
| 7D | -0.2% | -6.8% | +6.6% | +1.5% |
| 30D | -0.4% | -16.1% | +15.7% | +3.8% |
| 3M | +4.4% | -21.2% | +25.6% | +10.3% |
| 6M | +32.1% | +8.7% | +23.4% | +28.3% |
| YTD | +28.8% | +41.0% | -12.2% | +16.9% |
| 1Y | +35.3% | +82.7% | -47.3% | +14.2% |
| 3Y | +124.8% | +604.8% | -480.0% | +33.0% |
| 5Y | +137.9% | +1,384.7% | -1,246.8% | +13.6% |
| All | +800.0% | +1,392.1% | -592.1% | +298.8% |
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