+1,917.9%
VRT vs CRL
+184.4%
+1,733.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.7% | +4.9% | +7.7% |
| 7D | -10.6% | +4.4% | -15.0% | -11.7% |
| 30D | -17.4% | +17.1% | -34.5% | -22.0% |
| 3M | -26.4% | +32.1% | -58.5% | -34.0% |
| 6M | -41.0% | +98.9% | -139.9% | -56.2% |
| YTD | +23.8% | +77.1% | -53.3% | -5.5% |
| 1Y | +11.6% | +110.3% | -98.6% | -21.5% |
| 3Y | +403.5% | +108.5% | +295.0% | +217.9% |
| 5Y | +647.0% | -7.9% | +654.9% | +611.1% |
| All | +1,917.9% | +184.4% | +1,733.5% | +945.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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