-36.9%
CAL vs VT
+214.8%
-251.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.6% | -2.6% |
| 7D | -1.2% | -4.2% | +2.9% | +5.6% |
| 30D | +7.9% | -5.8% | +13.7% | +18.0% |
| 3M | -5.6% | -5.2% | -0.3% | +2.6% |
| 6M | +0.5% | +0.1% | +0.4% | +1.3% |
| YTD | +12.4% | +8.2% | +4.1% | +1.3% |
| 1Y | +20.8% | +10.1% | +10.7% | +6.5% |
| 3Y | -49.5% | +69.7% | -119.2% | -75.5% |
| 5Y | -45.7% | +53.4% | -99.1% | -69.0% |
| All | -36.9% | +214.8% | -251.7% | -80.3% |
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