-68.4%
CE vs VT
+66.2%
-134.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -0.7% | +0.4% | -1.2% | -1.4% |
| 30D | +3.5% | +1.0% | +2.6% | +2.1% |
| 3M | -17.2% | +2.4% | -19.6% | -20.1% |
| 6M | -12.6% | +12.0% | -24.6% | -26.9% |
| YTD | +5.8% | +15.3% | -9.5% | -15.5% |
| 1Y | -3.6% | +22.6% | -26.1% | -29.5% |
| 3Y | -64.3% | +74.7% | -139.0% | -84.0% |
| All | -68.4% | +66.2% | -134.6% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling