+953.6%
VRT vs CRS
+1,446.1%
-492.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | +2.4% | -0.5% | +3.0% | +2.6% |
| 30D | -2.7% | -18.1% | +15.4% | +7.9% |
| 3M | -9.2% | -12.4% | +3.3% | -1.8% |
| 6M | -0.5% | +15.9% | -16.4% | -7.4% |
| YTD | +62.3% | +45.8% | +16.5% | +33.9% |
| 1Y | +109.6% | +87.8% | +21.8% | +50.2% |
| 3Y | +573.1% | +648.7% | -75.6% | +156.4% |
| 5Y | +953.6% | +1,416.6% | -463.0% | +182.9% |
| All | +953.6% | +1,446.1% | -492.4% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling