+206.3%
CEF vs VT
+345.0%
-138.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.5% |
| 7D | +1.6% | -4.2% | +5.8% | +2.8% |
| 30D | -6.7% | -5.8% | -0.9% | -5.2% |
| 3M | -8.1% | -5.2% | -2.9% | -6.7% |
| 6M | -17.0% | +0.1% | -17.1% | -16.8% |
| YTD | -14.8% | +8.2% | -23.0% | -16.1% |
| 1Y | +5.0% | +10.1% | -5.1% | +3.1% |
| 3Y | +109.7% | +69.7% | +40.0% | +85.9% |
| 5Y | +116.3% | +53.4% | +62.9% | +94.7% |
| 10Y | +179.7% | +219.2% | -39.5% | +110.9% |
| All | +206.3% | +345.0% | -138.7% | +70.4% |
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