+38.9%
CE vs VT
+356.1%
-317.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +3.6% | -1.6% | +5.2% | +5.8% |
| 30D | +14.0% | -2.5% | +16.5% | +17.8% |
| 3M | +14.8% | -1.3% | +16.1% | +16.4% |
| 6M | -27.2% | +3.1% | -30.3% | -31.1% |
| YTD | +19.4% | +10.9% | +8.5% | +0.7% |
| 1Y | +36.2% | +12.1% | +24.1% | +13.3% |
| 3Y | -57.3% | +73.9% | -131.2% | -80.3% |
| 5Y | -67.5% | +58.0% | -125.5% | -82.5% |
| 10Y | -16.5% | +225.5% | -242.0% | -83.4% |
| All | +38.9% | +356.1% | -317.2% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling