+138.1%
CALX vs VT
+427.0%
-288.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.1% | +0.4% | -4.5% | -4.7% |
| 30D | -6.6% | +1.0% | -7.6% | -7.9% |
| 3M | -6.2% | +2.4% | -8.6% | -9.3% |
| 6M | -33.8% | +12.0% | -45.8% | -43.6% |
| YTD | -32.1% | +15.3% | -47.4% | -44.4% |
| 1Y | -41.1% | +22.6% | -63.7% | -55.6% |
| 3Y | -23.5% | +74.7% | -98.1% | -63.6% |
| 5Y | -22.4% | +66.1% | -88.6% | -58.8% |
| 10Y | +377.6% | +225.0% | +152.6% | +11.7% |
| All | +138.1% | +427.0% | -288.9% | -67.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling