+297.8%
VTI vs CRL
+256.1%
+41.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.3% |
| 7D | -0.9% | -3.5% | +2.6% | +0.1% |
| 30D | -1.4% | -2.1% | +0.7% | -0.9% |
| 3M | +3.6% | +48.0% | -44.4% | -8.0% |
| 6M | +13.6% | +64.7% | -51.1% | -3.3% |
| YTD | +12.9% | +39.5% | -26.6% | +0.4% |
| 1Y | +17.2% | +74.2% | -57.0% | -3.3% |
| 3Y | +75.7% | +39.4% | +36.3% | +46.0% |
| 5Y | +75.4% | -36.9% | +112.3% | +89.3% |
| All | +297.8% | +256.1% | +41.7% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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