+348.0%
VT vs CRS
+753.5%
-405.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.5% | -2.8% |
| 7D | -4.2% | -6.6% | +2.5% | -2.4% |
| 30D | -5.8% | -29.5% | +23.7% | +2.7% |
| 3M | -5.2% | -51.1% | +45.8% | +13.8% |
| 6M | +0.1% | -37.3% | +37.4% | +11.6% |
| YTD | +8.2% | -11.2% | +19.5% | +8.3% |
| 1Y | +10.1% | -11.5% | +21.6% | +10.0% |
| 3Y | +69.7% | +324.4% | -254.8% | +1.9% |
| 5Y | +53.4% | +796.6% | -743.2% | -30.2% |
| 10Y | +219.2% | +929.0% | -709.8% | +15.2% |
| All | +348.0% | +753.5% | -405.5% | +20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling