+379.7%
VRT vs CRL
+97.9%
+281.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.4% |
| 7D | +10.5% | +0.1% | +10.4% | +10.5% |
| 30D | -9.3% | +11.9% | -21.2% | -10.8% |
| 3M | -29.6% | +20.2% | -49.8% | -31.9% |
| 6M | -45.4% | +107.5% | -152.9% | -53.1% |
| YTD | +24.8% | +69.4% | -44.6% | +11.1% |
| 1Y | +23.6% | +99.7% | -76.1% | +5.0% |
| 3Y | +379.7% | +98.8% | +280.9% | +288.3% |
| All | +379.7% | +97.9% | +281.8% | +288.3% |
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