-95.3%
CALC vs VT
+70.8%
-166.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.3% |
| 7D | -6.8% | -0.1% | -6.7% | -6.7% |
| 30D | +7.9% | -3.1% | +10.9% | +9.5% |
| 3M | -58.4% | -3.5% | -54.9% | -57.7% |
| 6M | -56.4% | +0.5% | -56.9% | -56.5% |
| YTD | -95.8% | +10.8% | -106.6% | -96.0% |
| 1Y | -91.0% | +11.9% | -102.9% | -91.5% |
| 3Y | -91.9% | +73.0% | -164.9% | -94.2% |
| All | -95.3% | +70.8% | -166.1% | -96.7% |
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