+37.4%
CAVA vs VT
+77.1%
-39.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | -1.5% | +1.0% | -2.5% | -3.3% |
| 30D | -3.7% | -0.2% | -3.4% | -3.0% |
| 3M | -18.3% | +4.5% | -22.9% | -24.9% |
| 6M | -23.5% | +14.1% | -37.5% | -40.8% |
| YTD | +2.5% | +14.8% | -12.3% | -21.0% |
| 1Y | -8.0% | +21.2% | -29.2% | -36.0% |
| 3Y | +53.5% | +76.6% | -23.1% | -46.9% |
| All | +37.4% | +77.1% | -39.7% | -50.2% |
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