+129.4%
VRT vs CRCL
+31.3%
+98.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | -8.4% | -11.2% | +2.9% | -7.3% |
| 30D | -10.9% | +27.1% | -38.0% | -13.0% |
| 3M | -13.7% | +9.6% | -23.3% | -15.0% |
| 6M | -4.1% | -19.7% | +15.6% | -3.9% |
| YTD | +58.7% | +14.2% | +44.5% | +52.8% |
| 1Y | +89.6% | -32.2% | +121.9% | +86.0% |
| All | +129.4% | +31.3% | +98.1% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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