+130.3%
CALM vs VT
+53.2%
+77.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | -2.4% |
| 7D | +5.8% | -4.2% | +10.0% | +7.1% |
| 30D | +3.6% | -5.8% | +9.4% | +5.3% |
| 3M | -23.3% | -5.2% | -18.1% | -22.2% |
| 6M | -14.6% | +0.1% | -14.7% | -15.0% |
| YTD | -16.4% | +8.2% | -24.6% | -19.1% |
| 1Y | -24.9% | +10.1% | -35.0% | -27.8% |
| 3Y | +52.9% | +69.7% | -16.8% | +26.8% |
| 5Y | +130.3% | +53.4% | +77.0% | +92.2% |
| All | +130.3% | +53.2% | +77.1% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling