+159.5%
VRT vs CRCL
+39.4%
+120.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.8% | +9.4% | +4.2% |
| 7D | +13.6% | +7.5% | +6.1% | +12.7% |
| 30D | +6.8% | +44.3% | -37.5% | +2.9% |
| 3M | -3.2% | +16.5% | -19.8% | -5.3% |
| 6M | +20.3% | -5.6% | +26.0% | +18.8% |
| YTD | +79.6% | +21.3% | +58.3% | +71.8% |
| 1Y | +139.0% | -14.5% | +153.5% | +132.6% |
| All | +159.5% | +39.4% | +120.1% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling