+67.8%
VTV vs CRL
+38.7%
+29.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | -0.7% | -4.6% | +3.9% | -0.1% |
| 30D | -0.5% | +0.5% | -1.0% | -0.6% |
| 3M | +5.3% | +46.6% | -41.3% | -0.2% |
| 6M | +12.9% | +57.3% | -44.4% | +5.4% |
| YTD | +18.5% | +39.5% | -21.1% | +12.3% |
| 1Y | +25.3% | +76.9% | -51.6% | +14.2% |
| All | +67.8% | +38.7% | +29.2% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling