-98.5%
CD vs VT
+226.6%
-325.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -0.5% | -13.3% | -13.2% |
| 7D | +15.8% | +1.0% | +14.8% | +14.9% |
| 30D | +32.5% | -0.2% | +32.7% | +33.0% |
| 3M | -29.7% | +4.5% | -34.2% | -32.8% |
| 6M | -37.5% | +14.1% | -51.6% | -44.6% |
| YTD | -29.4% | +14.8% | -44.1% | -37.0% |
| 1Y | -44.5% | +21.2% | -65.7% | -52.4% |
| 3Y | +152.5% | +76.6% | +75.9% | +59.3% |
| 5Y | +7.1% | +66.6% | -59.5% | -29.8% |
| 10Y | -97.4% | +222.3% | -319.6% | -99.2% |
| All | -98.5% | +226.6% | -325.1% | -99.5% |
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