-95.4%
CALC vs VT
+73.9%
-169.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.7% | -10.2% | -9.2% |
| 7D | -19.0% | -0.3% | -18.7% | -18.8% |
| 30D | -12.7% | -1.4% | -11.2% | -12.0% |
| 3M | -66.2% | -1.4% | -64.8% | -65.9% |
| 6M | -54.0% | +5.5% | -59.5% | -55.0% |
| YTD | -95.9% | +12.8% | -108.7% | -96.1% |
| 1Y | -91.2% | +15.4% | -106.6% | -91.7% |
| 3Y | -90.6% | +76.9% | -167.4% | -93.3% |
| All | -95.4% | +73.9% | -169.3% | -96.8% |
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