-86.0%
CALC vs VT
+75.0%
-160.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | -6.5% | +0.4% | -6.9% | -6.6% |
| 30D | -41.4% | +1.0% | -42.4% | -41.6% |
| 3M | -49.0% | +2.4% | -51.4% | -49.5% |
| 6M | -30.4% | +12.0% | -42.5% | -33.6% |
| YTD | -93.4% | +15.3% | -108.8% | -93.8% |
| 1Y | -86.3% | +22.6% | -108.9% | -87.3% |
| All | -86.0% | +75.0% | -160.9% | -89.6% |
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 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