+377.4%
VT vs CRS
+1,354.0%
-976.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.5% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +1.0% | -16.6% | +17.6% | +6.0% |
| 3M | +2.4% | -3.5% | +5.8% | +2.7% |
| 6M | +12.0% | +15.4% | -3.4% | +6.2% |
| YTD | +15.3% | +51.2% | -35.9% | +0.8% |
| 1Y | +22.6% | +98.3% | -75.7% | -2.0% |
| 3Y | +74.7% | +651.5% | -576.9% | -9.7% |
| 5Y | +66.1% | +1,411.1% | -1,345.0% | -33.9% |
| 10Y | +225.0% | +1,424.3% | -1,199.3% | +6.5% |
| All | +377.4% | +1,354.0% | -976.5% | +12.5% |
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