+255.4%
CEF vs VT
+374.2%
-118.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +6.6% | +1.0% | +5.6% | +6.3% |
| 3M | -3.4% | +2.4% | -5.8% | -3.9% |
| 6M | -14.4% | +12.0% | -26.4% | -16.6% |
| YTD | -1.2% | +15.3% | -16.5% | -4.3% |
| 1Y | +36.9% | +22.6% | +14.3% | +30.7% |
| 3Y | +145.9% | +74.7% | +71.2% | +115.8% |
| 5Y | +148.3% | +66.1% | +82.2% | +118.9% |
| 10Y | +224.8% | +225.0% | -0.2% | +143.2% |
| All | +255.4% | +374.2% | -118.8% | +94.3% |
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 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