+343.5%
CALX vs VT
+215.5%
+128.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.3% |
| 7D | -16.9% | -2.3% | -14.6% | -14.2% |
| 30D | -13.9% | -5.0% | -8.9% | -7.7% |
| 3M | -18.4% | -4.9% | -13.5% | -12.8% |
| 6M | -31.0% | -1.5% | -29.4% | -29.8% |
| YTD | -42.2% | +8.5% | -50.7% | -48.8% |
| 1Y | -52.5% | +11.4% | -63.8% | -59.4% |
| 3Y | -14.0% | +70.1% | -84.1% | -58.3% |
| 5Y | -57.0% | +53.7% | -110.7% | -75.3% |
| All | +343.5% | +215.5% | +128.0% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling