+1,978.7%
VRT vs CRL
+175.8%
+1,802.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | +0.5% | +5.0% | -4.6% | -1.3% |
| 30D | -13.7% | +13.5% | -27.3% | -17.4% |
| 3M | -26.7% | +21.5% | -48.2% | -32.0% |
| 6M | -43.8% | +103.4% | -147.3% | -58.6% |
| YTD | +27.6% | +71.8% | -44.2% | -1.4% |
| 1Y | +15.5% | +97.5% | -82.1% | -16.5% |
| 3Y | +395.6% | +99.2% | +296.4% | +219.4% |
| 5Y | +677.3% | -12.1% | +689.5% | +655.7% |
| All | +1,978.7% | +175.8% | +1,802.9% | +991.0% |
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