+50.3%
CAL vs VT
+363.9%
-313.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.7% | +10.0% | +9.4% |
| 7D | +13.5% | -0.3% | +13.8% | +14.2% |
| 30D | +20.1% | -1.4% | +21.5% | +22.5% |
| 3M | +3.8% | -1.4% | +5.2% | +6.0% |
| 6M | +17.2% | +5.5% | +11.7% | +9.9% |
| YTD | +23.0% | +12.8% | +10.2% | +5.2% |
| 1Y | +44.7% | +15.4% | +29.3% | +20.4% |
| 3Y | -44.8% | +76.9% | -121.6% | -73.7% |
| 5Y | -38.9% | +60.4% | -99.3% | -66.3% |
| 10Y | -29.6% | +232.8% | -262.4% | -84.3% |
| All | +50.3% | +363.9% | -313.6% | -72.5% |
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