+23.1%
CE vs VT
+374.2%
-351.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| 1Y | -3.6% | +22.6% | -26.1% | -28.7% |
| 3Y | -64.3% | +74.7% | -139.0% | -83.5% |
| 5Y | -69.0% | +66.1% | -135.1% | -84.4% |
| 10Y | -17.2% | +225.0% | -242.2% | -83.4% |
| All | +23.1% | +374.2% | -351.1% | -85.7% |
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 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