+619.5%
VRT vs CRL
+38.0%
+581.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.0% | +4.7% |
| 7D | +9.1% | -1.0% | +10.2% | +9.3% |
| 30D | +0.9% | +10.7% | -9.7% | -1.2% |
| 3M | -13.4% | +55.3% | -68.7% | -21.2% |
| 6M | +11.7% | +60.7% | -49.0% | -0.1% |
| YTD | +73.2% | +44.6% | +28.6% | +58.3% |
| 1Y | +123.4% | +77.7% | +45.7% | +91.3% |
| All | +619.5% | +38.0% | +581.5% | +542.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling