+227.8%
VST vs CRL
+72.9%
+154.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.1% | -2.1% | -5.4% |
| 7D | -19.9% | -16.8% | -3.1% | -17.1% |
| 30D | -29.7% | +2.6% | -32.3% | -29.7% |
| 3M | -19.6% | +20.1% | -39.6% | -21.8% |
| 6M | -29.4% | +68.8% | -98.2% | -35.7% |
| YTD | -29.7% | +56.9% | -86.6% | -35.4% |
| 1Y | -40.0% | +86.7% | -126.7% | -46.9% |
| All | +227.8% | +72.9% | +154.9% | +187.1% |
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