+228.7%
VTV vs CRL
+256.1%
-27.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | -1.1% | -3.5% | +2.4% | -0.3% |
| 30D | -1.0% | -2.1% | +1.1% | -0.6% |
| 3M | +4.6% | +48.0% | -43.3% | -4.9% |
| 6M | +13.5% | +64.7% | -51.2% | -0.4% |
| YTD | +18.5% | +39.5% | -21.0% | +7.7% |
| 1Y | +22.9% | +74.2% | -51.3% | +5.1% |
| 3Y | +67.8% | +39.4% | +28.5% | +44.5% |
| 5Y | +81.8% | -36.9% | +118.7% | +94.4% |
| All | +228.7% | +256.1% | -27.4% | +89.4% |
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