+2,723.0%
VRT vs CLSK
-56.2%
+2,779.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.9% | +3.5% | +4.3% |
| 7D | +9.1% | +8.8% | +0.3% | +8.7% |
| 30D | +0.9% | -6.0% | +6.9% | +1.1% |
| 3M | -13.4% | -24.4% | +11.0% | -12.4% |
| 6M | +11.7% | +19.0% | -7.4% | +10.6% |
| YTD | +73.2% | +25.4% | +47.8% | +70.7% |
| 1Y | +123.4% | +39.8% | +83.7% | +118.5% |
| 3Y | +606.2% | +177.7% | +428.5% | +566.4% |
| 5Y | +899.9% | -11.0% | +910.9% | +843.9% |
| All | +2,723.0% | -56.2% | +2,779.3% | +2,507.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling