+367.1%
VT vs CRL
+407.5%
-40.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.3% | +9.0% | +3.9% |
| 7D | -0.3% | -12.8% | +12.4% | +3.6% |
| 30D | -1.4% | +5.0% | -6.4% | -3.4% |
| 3M | -1.4% | +39.4% | -40.8% | -11.9% |
| 6M | +5.5% | +89.4% | -83.9% | -15.3% |
| YTD | +12.8% | +63.6% | -50.7% | -6.3% |
| 1Y | +15.4% | +83.5% | -68.0% | -7.9% |
| 3Y | +76.9% | +79.4% | -2.5% | +31.9% |
| 5Y | +60.4% | -14.0% | +74.4% | +50.5% |
| 10Y | +232.8% | +378.5% | -145.7% | +48.4% |
| All | +367.1% | +407.5% | -40.5% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling