+1,994.9%
CDNA vs VT
+215.5%
+1,779.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.6% |
| 7D | -10.1% | -2.3% | -7.8% | -6.4% |
| 30D | +24.6% | -5.0% | +29.6% | +35.0% |
| 3M | +75.3% | -4.9% | +80.2% | +89.7% |
| 6M | +275.0% | -1.5% | +276.5% | +281.9% |
| YTD | +317.0% | +8.5% | +308.5% | +262.4% |
| 1Y | +423.4% | +11.4% | +412.0% | +336.6% |
| 3Y | +1,112.3% | +70.1% | +1,042.3% | +427.2% |
| 5Y | +67.0% | +53.7% | +13.3% | -10.5% |
| All | +1,994.9% | +215.5% | +1,779.4% | +361.5% |
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 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