+442.0%
CAH vs VT
+215.5%
+226.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.3% |
| 7D | +8.5% | -2.3% | +10.8% | +10.1% |
| 30D | +17.0% | -5.0% | +22.0% | +20.9% |
| 3M | +14.6% | -4.9% | +19.5% | +18.2% |
| 6M | +42.5% | -1.5% | +44.1% | +42.9% |
| YTD | +33.5% | +8.5% | +25.0% | +24.2% |
| 1Y | +38.5% | +11.4% | +27.2% | +26.4% |
| 3Y | +179.0% | +70.1% | +108.9% | +79.8% |
| 5Y | +507.2% | +53.7% | +453.5% | +322.2% |
| All | +442.0% | +215.5% | +226.5% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling