+254.5%
CB vs VT
+214.8%
+39.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +2.2% |
| 7D | +2.6% | -4.2% | +6.8% | +5.6% |
| 30D | +11.2% | -5.8% | +17.0% | +15.7% |
| 3M | +5.7% | -5.2% | +11.0% | +9.5% |
| 6M | +15.9% | +0.1% | +15.8% | +14.4% |
| YTD | +20.2% | +8.2% | +11.9% | +11.1% |
| 1Y | +32.4% | +10.1% | +22.3% | +20.7% |
| 3Y | +75.5% | +69.7% | +5.8% | +9.8% |
| 5Y | +105.5% | +53.4% | +52.1% | +39.4% |
| All | +254.5% | +214.8% | +39.7% | +41.0% |
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