+399.2%
CD vs VT
+69.4%
+329.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -4.1% | -8.5% | -4.5% |
| 7D | -21.9% | -4.2% | -17.7% | -13.8% |
| 30D | -29.2% | -5.8% | -23.4% | -19.8% |
| 3M | +93.7% | -5.2% | +99.0% | +118.0% |
| 6M | +8.3% | +0.1% | +8.1% | +10.5% |
| YTD | +18.5% | +8.2% | +10.3% | +7.0% |
| 1Y | -46.3% | +10.1% | -56.4% | -52.5% |
| All | +399.2% | +69.4% | +329.8% | +212.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling