+73.0%
VT vs CRL
+102.9%
-29.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.2% |
| 7D | -0.1% | -1.7% | +1.6% | 0.0% |
| 30D | -3.1% | +14.6% | -17.6% | -5.1% |
| 3M | -3.5% | +24.8% | -28.3% | -6.7% |
| 6M | +0.5% | +94.7% | -94.2% | -9.3% |
| YTD | +10.8% | +73.4% | -62.6% | +1.2% |
| 1Y | +11.9% | +104.7% | -92.8% | -0.4% |
| 3Y | +73.0% | +101.1% | -28.1% | +47.3% |
| All | +73.0% | +102.9% | -29.9% | +47.3% |
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