+335.7%
CALX vs VT
+217.6%
+118.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.9% |
| 7D | -3.0% | -0.1% | -2.9% | -2.7% |
| 30D | -13.4% | -3.1% | -10.4% | -9.6% |
| 3M | -15.5% | -3.5% | -12.0% | -11.4% |
| 6M | -25.4% | +0.5% | -25.9% | -26.2% |
| YTD | -39.1% | +10.8% | -49.9% | -47.5% |
| 1Y | -49.7% | +11.9% | -61.6% | -57.2% |
| 3Y | -8.3% | +73.0% | -81.3% | -56.6% |
| 5Y | -55.9% | +58.6% | -114.5% | -75.6% |
| 10Y | +335.7% | +219.2% | +116.5% | +7.7% |
| All | +335.7% | +217.6% | +118.0% | +7.7% |
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