+73.7%
VTI vs CRL
-37.6%
+111.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | -0.4% | -4.6% | +4.2% | +0.6% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | +3.6% | +46.6% | -43.0% | -4.9% |
| 6M | +13.0% | +57.3% | -44.2% | +1.4% |
| YTD | +12.7% | +39.5% | -26.8% | +3.4% |
| 1Y | +18.4% | +76.9% | -58.5% | +2.3% |
| 3Y | +76.4% | +39.4% | +37.1% | +54.2% |
| 5Y | +73.7% | -37.2% | +110.9% | +75.0% |
| All | +73.7% | -37.6% | +111.3% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling