+2,723.0%
VRT vs CRL
+132.2%
+2,590.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.7% | +6.0% | +5.0% |
| 7D | +9.1% | -1.0% | +10.2% | +9.5% |
| 30D | +0.9% | +10.7% | -9.7% | -3.3% |
| 3M | -13.4% | +55.3% | -68.7% | -28.4% |
| 6M | +11.7% | +60.7% | -49.0% | -10.8% |
| YTD | +73.2% | +44.6% | +28.6% | +42.9% |
| 1Y | +123.4% | +77.7% | +45.7% | +65.6% |
| 3Y | +606.2% | +37.6% | +568.5% | +439.6% |
| 5Y | +899.9% | -35.8% | +935.7% | +1,001.9% |
| All | +2,723.0% | +132.2% | +2,590.8% | +1,480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling