+373.4%
VST vs CRL
+38.0%
+335.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.8% |
| 7D | +8.9% | -1.0% | +9.9% | +9.1% |
| 30D | +6.2% | +10.7% | -4.5% | +4.5% |
| 3M | -2.7% | +55.3% | -58.0% | -10.1% |
| 6M | -8.4% | +60.7% | -69.0% | -16.3% |
| YTD | -7.2% | +44.6% | -51.8% | -13.7% |
| 1Y | -20.9% | +77.7% | -98.6% | -29.7% |
| All | +373.4% | +38.0% | +335.4% | +308.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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