+297.5%
VST vs CRL
+99.4%
+198.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.7% | +2.6% | +6.3% |
| 7D | -0.5% | +4.4% | -4.9% | -1.1% |
| 30D | -17.1% | +17.1% | -34.1% | -19.2% |
| 3M | -4.6% | +32.1% | -36.7% | -9.0% |
| 6M | -9.1% | +98.9% | -108.0% | -19.8% |
| YTD | -16.6% | +77.1% | -93.8% | -25.2% |
| 1Y | -29.5% | +110.3% | -139.7% | -39.0% |
| 3Y | +297.5% | +108.5% | +189.0% | +248.2% |
| All | +297.5% | +99.4% | +198.1% | +248.2% |
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