+13.8%
VRT vs CRS
-3.8%
+17.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.6% | -11.3% | -11.9% |
| 7D | -15.4% | +4.3% | -19.7% | -17.5% |
| 30D | -19.0% | -25.5% | +6.5% | -3.7% |
| 3M | -23.8% | -48.7% | +24.9% | +16.5% |
| 6M | -37.9% | -31.6% | -6.2% | -19.1% |
| YTD | +27.0% | -7.0% | +34.0% | +39.3% |
| 1Y | +13.8% | -4.5% | +18.3% | +23.0% |
| All | +13.8% | -3.8% | +17.6% | +23.0% |
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