-97.5%
CD vs VT
+215.8%
-313.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -43.5% | -1.6% | -41.9% | -42.5% |
| 30D | -15.1% | -2.5% | -12.6% | -12.9% |
| 3M | +91.3% | -1.3% | +92.6% | +94.3% |
| 6M | +11.1% | +3.1% | +8.0% | +8.7% |
| YTD | +15.1% | +10.9% | +4.2% | +6.3% |
| 1Y | -44.9% | +12.1% | -57.0% | -49.2% |
| 3Y | +393.1% | +73.9% | +319.2% | +218.0% |
| 5Y | +78.1% | +58.0% | +20.2% | +22.9% |
| 10Y | -93.1% | +225.5% | -318.5% | -97.9% |
| All | -97.5% | +215.8% | -313.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling