+2,010.2%
VRT vs CRL
+174.3%
+1,835.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.7% |
| 7D | +18.6% | +8.9% | +9.7% | +14.5% |
| 30D | -11.7% | +14.0% | -25.6% | -15.6% |
| 3M | -27.3% | +19.8% | -47.1% | -32.2% |
| 6M | -42.9% | +102.0% | -144.9% | -57.8% |
| YTD | +29.5% | +70.8% | -41.4% | +0.3% |
| 1Y | +21.0% | +98.7% | -77.7% | -12.7% |
| 3Y | +403.1% | +98.2% | +305.0% | +225.0% |
| 5Y | +688.8% | -11.7% | +700.5% | +664.7% |
| All | +2,010.2% | +174.3% | +1,835.9% | +1,010.0% |
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