+682.7%
VRT vs CRS
+825.2%
-142.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.5% |
| 7D | +18.6% | +7.4% | +11.2% | +14.3% |
| 30D | -11.7% | -21.2% | +9.6% | -0.6% |
| 3M | -27.3% | -43.3% | +16.0% | -2.3% |
| 6M | -42.9% | -29.4% | -13.5% | -31.3% |
| YTD | +29.5% | -4.7% | +34.2% | +32.7% |
| 1Y | +21.0% | -9.6% | +30.6% | +27.5% |
| 3Y | +403.1% | +355.5% | +47.6% | +145.0% |
| All | +682.7% | +825.2% | -142.5% | +160.6% |
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