+219.8%
VT vs CRS
+967.2%
-747.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.7% | -7.1% | +0.6% |
| 7D | +0.4% | +4.9% | -4.6% | -0.7% |
| 30D | -2.6% | -20.8% | +18.2% | +1.6% |
| 3M | -3.2% | -46.4% | +43.2% | +9.4% |
| 6M | +0.9% | -28.6% | +29.5% | +6.9% |
| YTD | +11.3% | -2.8% | +14.1% | +9.3% |
| 1Y | +14.0% | -6.7% | +20.7% | +12.8% |
| 3Y | +75.8% | +368.0% | -292.2% | +16.2% |
| 5Y | +57.8% | +852.9% | -795.1% | -15.1% |
| 10Y | +219.8% | +905.1% | -685.3% | +55.3% |
| All | +219.8% | +967.2% | -747.4% | +55.3% |
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