-22.2%
CE vs VT
+214.8%
-237.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | +1.6% |
| 7D | -1.0% | -4.2% | +3.2% | +4.5% |
| 30D | +6.7% | -5.8% | +12.5% | +15.1% |
| 3M | +11.0% | -5.2% | +16.2% | +18.5% |
| 6M | -30.6% | +0.1% | -30.7% | -31.7% |
| YTD | +13.4% | +8.2% | +5.2% | -0.8% |
| 1Y | +29.8% | +10.1% | +19.7% | +11.0% |
| 3Y | -59.5% | +69.7% | -129.1% | -80.2% |
| 5Y | -69.7% | +53.4% | -123.0% | -82.8% |
| All | -22.2% | +214.8% | -237.0% | -80.6% |
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