+644.6%
VRT vs CRS
+653.3%
-8.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.2% | +5.6% |
| 7D | +13.6% | -3.1% | +16.7% | +15.5% |
| 30D | +6.8% | -19.6% | +26.4% | +20.3% |
| 3M | -3.2% | -8.1% | +4.9% | +2.3% |
| 6M | +20.3% | +18.6% | +1.8% | +10.7% |
| YTD | +79.6% | +45.9% | +33.7% | +47.7% |
| 1Y | +139.0% | +82.5% | +56.5% | +72.7% |
| 3Y | +644.6% | +648.9% | -4.3% | +295.1% |
| All | +644.6% | +653.3% | -8.6% | +295.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling