+2,723.0%
VRT vs CRS
+905.4%
+1,817.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.7% |
| 7D | +9.1% | -0.2% | +9.4% | +9.2% |
| 30D | +0.9% | -16.6% | +17.6% | +8.2% |
| 3M | -13.4% | -3.5% | -9.9% | -11.6% |
| 6M | +11.7% | +15.4% | -3.7% | +6.4% |
| YTD | +73.2% | +51.2% | +22.0% | +49.0% |
| 1Y | +123.4% | +98.3% | +25.1% | +72.6% |
| 3Y | +606.2% | +651.5% | -45.4% | +254.5% |
| 5Y | +899.9% | +1,411.1% | -511.2% | +299.2% |
| All | +2,723.0% | +905.4% | +1,817.6% | +877.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling