+213.7%
VT vs CRS
+908.2%
-694.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.3% | -1.7% | -0.6% | -2.0% |
| 30D | -5.0% | -28.8% | +23.9% | +1.4% |
| 3M | -4.9% | -50.0% | +45.1% | +9.2% |
| 6M | -1.5% | -39.2% | +37.7% | +7.9% |
| YTD | +8.5% | -11.4% | +19.9% | +8.7% |
| 1Y | +11.4% | -11.7% | +23.1% | +11.5% |
| 3Y | +70.1% | +319.6% | -249.6% | +15.2% |
| 5Y | +53.7% | +794.8% | -741.0% | -16.0% |
| All | +213.7% | +908.2% | -694.5% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling