-47.4%
CAL vs VT
+69.4%
-116.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.1% | -4.6% | -2.0% |
| 7D | -1.2% | -4.2% | +2.9% | +6.2% |
| 30D | +7.9% | -5.8% | +13.7% | +19.0% |
| 3M | -5.6% | -5.2% | -0.3% | +3.3% |
| 6M | +0.5% | +0.1% | +0.4% | +1.3% |
| YTD | +12.4% | +8.2% | +4.1% | +0.5% |
| 1Y | +20.8% | +10.1% | +10.7% | +5.3% |
| All | -47.4% | +69.4% | -116.8% | -74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling