+77.7%
VTV vs CRL
-12.1%
+89.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +3.8% | +11.9% | -8.1% | +1.7% |
| 3M | +1.6% | +20.2% | -18.6% | -1.7% |
| 6M | +11.2% | +107.5% | -96.3% | -1.9% |
| YTD | +22.0% | +69.4% | -47.4% | +10.5% |
| 1Y | +24.9% | +99.7% | -74.8% | +9.9% |
| 3Y | +78.5% | +98.8% | -20.3% | +51.1% |
| All | +77.7% | -12.1% | +89.8% | +70.6% |
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