+938.9%
VTI vs CRL
+1,039.5%
-100.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.5% |
| 30D | -1.5% | +11.9% | -13.4% | -5.1% |
| 3M | -3.2% | +20.2% | -23.3% | -8.9% |
| 6M | +2.3% | +107.5% | -105.2% | -18.5% |
| YTD | +11.6% | +69.4% | -57.8% | -6.9% |
| 1Y | +13.8% | +99.7% | -86.0% | -9.8% |
| 3Y | +77.4% | +98.8% | -21.3% | +32.2% |
| 5Y | +64.6% | -12.4% | +77.0% | +53.2% |
| 10Y | +290.6% | +352.9% | -62.3% | +110.6% |
| All | +938.9% | +1,039.5% | -100.6% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling