+111.0%
CALX vs VT
+394.6%
-283.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.8% | -0.5% |
| 7D | -16.8% | -4.2% | -12.7% | -11.9% |
| 30D | -9.7% | -5.8% | -3.9% | -2.2% |
| 3M | -17.3% | -5.2% | -12.0% | -11.2% |
| 6M | -30.5% | +0.1% | -30.6% | -31.0% |
| YTD | -39.8% | +8.2% | -48.0% | -46.4% |
| 1Y | -52.6% | +10.1% | -62.7% | -58.7% |
| 3Y | -10.5% | +69.7% | -80.1% | -55.7% |
| 5Y | -55.2% | +53.4% | -108.6% | -73.6% |
| 10Y | +382.7% | +219.2% | +163.5% | +15.7% |
| All | +111.0% | +394.6% | -283.6% | -68.5% |
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