+361.8%
VRT vs CRL
+86.4%
+275.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.8% | -4.4% | +1.5% |
| 7D | -21.4% | -6.1% | -15.3% | -20.0% |
| 30D | -25.8% | +12.4% | -38.2% | -27.2% |
| 3M | -33.5% | +27.1% | -60.7% | -36.4% |
| 6M | -49.0% | +85.7% | -134.8% | -55.2% |
| YTD | +12.9% | +69.2% | -56.3% | +0.5% |
| 1Y | 0.0% | +97.5% | -97.5% | -14.9% |
| 3Y | +361.8% | +86.1% | +275.7% | +280.5% |
| All | +361.8% | +86.4% | +275.4% | +280.5% |
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