+63.1%
CEMB vs VT
+341.0%
-277.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.2% | -2.3% | +2.1% | +0.2% |
| 30D | +0.3% | -5.0% | +5.3% | +1.1% |
| 3M | -2.2% | -4.9% | +2.7% | -1.5% |
| 6M | -2.2% | -1.5% | -0.6% | -2.0% |
| YTD | -0.6% | +8.5% | -9.1% | -2.1% |
| 1Y | 0.0% | +11.4% | -11.4% | -1.9% |
| 3Y | +21.8% | +70.1% | -48.3% | +11.3% |
| 5Y | +8.2% | +53.7% | -45.5% | -0.2% |
| 10Y | +35.3% | +220.0% | -184.7% | +12.5% |
| All | +63.1% | +341.0% | -277.9% | +33.8% |
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