-24.4%
CE vs VT
+215.5%
-239.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -3.1% |
| 7D | -5.7% | -2.3% | -3.4% | -2.9% |
| 30D | +6.1% | -5.0% | +11.0% | +13.0% |
| 3M | +5.8% | -4.9% | +10.7% | +12.4% |
| 6M | -25.1% | -1.5% | -23.5% | -24.3% |
| YTD | +10.2% | +8.5% | +1.7% | -3.9% |
| 1Y | +29.0% | +11.4% | +17.7% | +8.6% |
| 3Y | -60.3% | +70.1% | -130.4% | -80.6% |
| 5Y | -70.5% | +53.7% | -124.3% | -83.4% |
| All | -24.4% | +215.5% | -239.9% | -81.2% |
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 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