+83.3%
CEFA vs VT
+127.2%
-44.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | +0.6% |
| 7D | -2.4% | -4.2% | +1.8% | +1.1% |
| 30D | -3.0% | -5.8% | +2.8% | +1.9% |
| 3M | -4.7% | -5.2% | +0.6% | -0.4% |
| 6M | +1.7% | +0.1% | +1.5% | +1.6% |
| YTD | +7.4% | +8.2% | -0.8% | +1.0% |
| 1Y | +10.5% | +10.1% | +0.4% | +2.5% |
| 3Y | +55.7% | +69.7% | -14.0% | +3.3% |
| 5Y | +35.4% | +53.4% | -18.0% | -7.7% |
| All | +83.3% | +127.2% | -44.0% | +11.2% |
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