+49.6%
CAML vs VT
+68.2%
-18.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +0.8% |
| 7D | -4.1% | -2.3% | -1.8% | -1.5% |
| 30D | -10.1% | -5.0% | -5.2% | -4.6% |
| 3M | -9.0% | -4.9% | -4.1% | -3.4% |
| 6M | -4.7% | -1.5% | -3.2% | -2.8% |
| YTD | -2.0% | +8.5% | -10.5% | -10.5% |
| 1Y | -2.6% | +11.4% | -14.0% | -13.7% |
| 3Y | +48.0% | +70.1% | -22.0% | -17.0% |
| All | +49.6% | +68.2% | -18.6% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling