+124.0%
CALM vs VT
+53.4%
+70.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.9% | -1.7% |
| 7D | +1.6% | -2.3% | +4.0% | +2.3% |
| 30D | +3.0% | -5.0% | +8.0% | +4.5% |
| 3M | -23.9% | -4.9% | -19.0% | -22.8% |
| 6M | -15.1% | -1.5% | -13.5% | -15.0% |
| YTD | -17.7% | +8.5% | -26.2% | -20.5% |
| 1Y | -25.6% | +11.4% | -36.9% | -28.7% |
| 3Y | +50.4% | +70.1% | -19.6% | +24.7% |
| All | +124.0% | +53.4% | +70.6% | +86.9% |
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