-58.1%
CALX vs VT
+53.4%
-111.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.3% |
| 7D | -16.9% | -2.3% | -14.6% | -13.9% |
| 30D | -13.9% | -5.0% | -8.9% | -7.1% |
| 3M | -18.4% | -4.9% | -13.5% | -12.2% |
| 6M | -31.0% | -1.5% | -29.4% | -29.8% |
| YTD | -42.2% | +8.5% | -50.7% | -49.8% |
| 1Y | -52.5% | +11.4% | -63.8% | -60.4% |
| 3Y | -14.0% | +70.1% | -84.1% | -64.0% |
| All | -58.1% | +53.4% | -111.5% | -75.7% |
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 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