+2,486.9%
VRT vs CLSK
-52.9%
+2,539.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | +3.3% |
| 7D | -8.4% | +7.7% | -16.1% | -8.7% |
| 30D | -10.9% | +12.2% | -23.1% | -11.4% |
| 3M | -13.7% | -15.5% | +1.8% | -13.2% |
| 6M | -4.1% | +39.3% | -43.5% | -5.7% |
| YTD | +58.7% | +35.1% | +23.7% | +55.9% |
| 1Y | +89.6% | +34.0% | +55.6% | +85.7% |
| 3Y | +558.1% | +226.3% | +331.9% | +517.7% |
| 5Y | +953.0% | +6.4% | +946.6% | +889.9% |
| All | +2,486.9% | -52.9% | +2,539.7% | +2,282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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