+26.3%
CAL vs VT
+374.2%
-347.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.7% |
| 7D | -0.4% | +0.4% | -0.8% | -1.0% |
| 30D | -13.2% | +1.0% | -14.2% | -14.3% |
| 3M | -12.1% | +2.4% | -14.5% | -14.4% |
| 6M | +9.1% | +12.0% | -3.0% | -5.9% |
| YTD | +3.3% | +15.3% | -12.0% | -14.3% |
| 1Y | -10.8% | +22.6% | -33.4% | -31.2% |
| 3Y | -56.4% | +74.7% | -131.1% | -78.8% |
| 5Y | -45.1% | +66.1% | -111.2% | -71.1% |
| 10Y | -41.9% | +225.0% | -266.9% | -86.7% |
| All | +26.3% | +374.2% | -347.9% | -77.6% |
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