+379.7%
VRT vs CRS
+343.5%
+36.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.1% |
| 7D | +10.5% | +4.8% | +5.7% | +7.8% |
| 30D | -9.3% | -23.2% | +13.9% | +4.3% |
| 3M | -29.6% | -45.5% | +15.9% | -1.3% |
| 6M | -45.4% | -33.1% | -12.2% | -31.2% |
| YTD | +24.8% | -7.2% | +32.0% | +30.9% |
| 1Y | +23.6% | -10.0% | +33.6% | +31.8% |
| 3Y | +379.7% | +332.3% | +47.4% | +234.7% |
| All | +379.7% | +343.5% | +36.2% | +234.7% |
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