+2,826.7%
VRT vs CRL
+126.0%
+2,700.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.7% | +6.4% | +4.7% |
| 7D | +13.6% | -0.6% | +14.2% | +13.7% |
| 30D | +6.8% | +5.0% | +1.8% | +4.5% |
| 3M | -3.2% | +50.6% | -53.8% | -19.1% |
| 6M | +20.3% | +60.9% | -40.6% | -4.2% |
| YTD | +79.6% | +40.7% | +38.8% | +49.7% |
| 1Y | +139.0% | +73.3% | +65.7% | +78.9% |
| 3Y | +644.6% | +40.6% | +604.0% | +459.2% |
| 5Y | +1,024.4% | -37.0% | +1,061.3% | +1,145.8% |
| All | +2,826.7% | +126.0% | +2,700.7% | +1,555.9% |
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