-95.3%
CALC vs VT
+67.2%
-162.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | -6.8% | -2.3% | -4.5% | -6.0% |
| 30D | -8.1% | -5.0% | -3.2% | -6.0% |
| 3M | -61.8% | -4.9% | -56.9% | -60.9% |
| 6M | -56.3% | -1.5% | -54.7% | -56.0% |
| YTD | -95.9% | +8.5% | -104.4% | -96.0% |
| 1Y | -91.1% | +11.4% | -102.5% | -91.5% |
| 3Y | -91.5% | +70.1% | -161.6% | -93.9% |
| All | -95.3% | +67.2% | -162.6% | -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