+608.4%
VST vs CRL
-12.1%
+620.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +6.6% | +0.1% | +6.4% | +6.6% |
| 30D | -12.4% | +11.9% | -24.3% | -14.0% |
| 3M | -9.0% | +20.2% | -29.2% | -12.1% |
| 6M | -6.4% | +107.5% | -114.0% | -19.6% |
| YTD | -17.2% | +69.4% | -86.6% | -26.3% |
| 1Y | -22.0% | +99.7% | -121.8% | -33.1% |
| 3Y | +296.7% | +98.8% | +197.9% | +222.6% |
| All | +608.4% | -12.1% | +620.5% | +572.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling