+219.2%
VT vs CRS
+849.0%
-629.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | -0.1% | +0.2% | -0.4% | -0.3% |
| 30D | -3.1% | -22.9% | +19.8% | +1.6% |
| 3M | -3.5% | -46.8% | +43.3% | +9.3% |
| 6M | +0.5% | -30.4% | +30.9% | +6.9% |
| YTD | +10.8% | -5.4% | +16.1% | +9.4% |
| 1Y | +11.9% | -9.0% | +20.9% | +11.3% |
| 3Y | +73.0% | +352.2% | -279.2% | +15.1% |
| 5Y | +58.6% | +852.2% | -793.6% | -14.7% |
| 10Y | +219.2% | +862.6% | -643.4% | +55.9% |
| All | +219.2% | +849.0% | -629.8% | +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