-18.5%
CCU vs VT
+224.5%
-243.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -1.9% |
| 30D | +1.6% | +1.0% | +0.7% | +0.9% |
| 3M | +6.3% | +2.4% | +3.9% | +4.4% |
| 6M | -5.5% | +12.0% | -17.5% | -12.8% |
| YTD | -5.6% | +15.3% | -21.0% | -14.6% |
| 1Y | -1.8% | +22.6% | -24.4% | -14.9% |
| 3Y | -10.9% | +74.7% | -85.6% | -40.0% |
| 5Y | -25.1% | +66.1% | -91.2% | -48.2% |
| All | -18.5% | +224.5% | -243.0% | -63.9% |
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 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