+53.1%
CAC vs VT
+66.2%
-13.1%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.7% | +0.4% | +2.2% | +2.3% |
| 30D | -2.0% | +1.0% | -3.0% | -2.7% |
| 3M | +16.4% | +2.4% | +14.0% | +14.0% |
| 6M | +25.1% | +12.0% | +13.1% | +14.6% |
| YTD | +37.6% | +15.3% | +22.2% | +23.2% |
| 1Y | +47.1% | +22.6% | +24.5% | +25.8% |
| 3Y | +99.1% | +74.7% | +24.5% | +35.1% |
| All | +53.1% | +66.2% | -13.1% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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