+722.4%
CALM vs VT
+374.2%
+348.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.0% | +0.4% | -7.4% | -7.2% |
| 30D | -12.9% | +1.0% | -13.9% | -13.4% |
| 3M | +0.2% | +2.4% | -2.2% | -1.5% |
| 6M | -15.3% | +12.0% | -27.3% | -21.0% |
| YTD | -5.0% | +15.3% | -20.3% | -12.9% |
| 1Y | -32.1% | +22.6% | -54.6% | -40.0% |
| 3Y | +80.5% | +74.7% | +5.8% | +29.3% |
| 5Y | +165.5% | +66.1% | +99.4% | +92.6% |
| 10Y | +124.9% | +225.0% | -100.1% | +2.8% |
| All | +722.4% | +374.2% | +348.2% | +218.4% |
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