+42.8%
CALY vs VT
+374.2%
-331.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +1.3% | +0.4% | +0.9% | +0.8% |
| 30D | -16.8% | +1.0% | -17.8% | -17.8% |
| 3M | +6.0% | +2.4% | +3.6% | +2.8% |
| 6M | +10.9% | +12.0% | -1.1% | -3.2% |
| YTD | +36.2% | +15.3% | +20.9% | +14.9% |
| 1Y | +74.3% | +22.6% | +51.8% | +37.3% |
| 3Y | -8.7% | +74.7% | -83.3% | -51.4% |
| 5Y | -42.9% | +66.1% | -109.0% | -66.8% |
| 10Y | +38.4% | +225.0% | -186.6% | -58.4% |
| All | +42.8% | +374.2% | -331.4% | -68.9% |
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