-68.5%
CE vs VT
+59.7%
-128.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -3.5% |
| 7D | +1.8% | -0.3% | +2.1% | +2.1% |
| 30D | +9.3% | -1.4% | +10.8% | +11.2% |
| 3M | +10.0% | -1.4% | +11.4% | +11.6% |
| 6M | -27.5% | +5.5% | -33.0% | -33.7% |
| YTD | +17.9% | +12.8% | +5.1% | -3.4% |
| 1Y | +33.5% | +15.4% | +18.1% | +5.7% |
| 3Y | -57.8% | +76.9% | -134.7% | -81.6% |
| All | -68.5% | +59.7% | -128.2% | -84.7% |
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