-20.7%
CALX vs VT
+66.2%
-86.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.1% | +0.4% | -4.5% | -4.8% |
| 30D | -6.6% | +1.0% | -7.6% | -8.0% |
| 3M | -6.2% | +2.4% | -8.6% | -9.7% |
| 6M | -33.8% | +12.0% | -45.8% | -44.9% |
| YTD | -32.1% | +15.3% | -47.4% | -46.2% |
| 1Y | -41.1% | +22.6% | -63.7% | -57.7% |
| 3Y | -23.5% | +74.7% | -98.1% | -69.1% |
| All | -20.7% | +66.2% | -86.9% | -59.2% |
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