+66.6%
VT vs CRL
-35.5%
+102.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.3% |
| 7D | +0.4% | -1.0% | +1.5% | +0.6% |
| 30D | +1.0% | +10.7% | -9.7% | -1.0% |
| 3M | +2.4% | +55.3% | -52.9% | -6.2% |
| 6M | +12.0% | +60.7% | -48.6% | +1.3% |
| YTD | +15.3% | +44.6% | -29.3% | +6.1% |
| 1Y | +22.6% | +77.7% | -55.2% | +7.7% |
| 3Y | +74.7% | +37.6% | +37.0% | +56.0% |
| All | +66.6% | -35.5% | +102.1% | +65.4% |
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