+84.7%
CAG vs VT
+374.2%
-289.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.8% | +0.4% | -4.2% | -4.0% |
| 30D | +3.1% | +1.0% | +2.2% | +2.7% |
| 3M | +23.5% | +2.4% | +21.1% | +22.1% |
| 6M | -14.8% | +12.0% | -26.8% | -18.8% |
| YTD | -5.4% | +15.3% | -20.8% | -10.9% |
| 1Y | -11.8% | +22.6% | -34.4% | -18.9% |
| 3Y | -36.7% | +74.7% | -111.3% | -49.8% |
| 5Y | -40.3% | +66.1% | -106.4% | -52.2% |
| 10Y | -37.0% | +225.0% | -262.0% | -62.4% |
| All | +84.7% | +374.2% | -289.5% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling