+373.4%
VST vs CRS
+660.4%
-287.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.8% |
| 7D | +8.9% | -0.2% | +9.1% | +9.0% |
| 30D | +6.2% | -16.6% | +22.8% | +14.7% |
| 3M | -2.7% | -3.5% | +0.7% | -2.1% |
| 6M | -8.4% | +15.4% | -23.8% | -15.8% |
| YTD | -7.2% | +51.2% | -58.4% | -25.3% |
| 1Y | -20.9% | +98.3% | -119.2% | -44.6% |
| All | +373.4% | +660.4% | -287.0% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling