+123.4%
VRT vs CRS
+102.1%
+21.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.4% |
| 7D | +9.1% | -0.2% | +9.4% | +9.3% |
| 30D | +0.9% | -16.6% | +17.6% | +11.6% |
| 3M | -13.4% | -3.5% | -9.9% | -9.9% |
| 6M | +11.7% | +15.4% | -3.7% | +6.0% |
| YTD | +73.2% | +51.2% | +22.0% | +48.9% |
| 1Y | +123.4% | +98.3% | +25.1% | +80.8% |
| All | +123.4% | +102.1% | +21.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling