+2,486.9%
VRT vs CRS
+837.4%
+1,649.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.7% | +4.0% |
| 7D | -8.4% | -6.8% | -1.6% | -5.9% |
| 30D | -10.9% | -16.1% | +5.3% | -4.6% |
| 3M | -13.7% | -21.2% | +7.5% | -4.8% |
| 6M | -4.1% | +8.7% | -12.8% | -6.5% |
| YTD | +58.7% | +41.0% | +17.8% | +40.3% |
| 1Y | +89.6% | +82.7% | +7.0% | +51.2% |
| 3Y | +558.1% | +604.8% | -46.6% | +238.8% |
| 5Y | +953.0% | +1,384.7% | -431.7% | +326.0% |
| All | +2,486.9% | +837.4% | +1,649.4% | +820.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling