+409.6%
VUG vs CRS
+1,409.1%
-999.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -1.9% | -4.1% | +2.2% | -1.0% |
| 30D | -1.6% | -16.6% | +15.0% | +2.2% |
| 3M | +4.4% | -14.3% | +18.6% | +7.4% |
| 6M | +13.2% | +11.6% | +1.6% | +9.5% |
| YTD | +7.5% | +42.6% | -35.1% | -1.9% |
| 1Y | +12.5% | +81.8% | -69.3% | -3.5% |
| 3Y | +86.0% | +632.1% | -546.1% | +14.3% |
| 5Y | +76.5% | +1,401.6% | -1,325.2% | -10.1% |
| All | +409.6% | +1,409.1% | -999.5% | +139.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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