-10.5%
CALX vs VT
+69.4%
-79.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -0.7% |
| 7D | -16.8% | -4.2% | -12.7% | -12.1% |
| 30D | -9.7% | -5.8% | -3.9% | -2.5% |
| 3M | -17.3% | -5.2% | -12.0% | -11.5% |
| 6M | -30.5% | +0.1% | -30.6% | -31.0% |
| YTD | -39.8% | +8.2% | -48.0% | -46.5% |
| 1Y | -52.6% | +10.1% | -62.7% | -58.8% |
| All | -10.5% | +69.4% | -79.8% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling