+63.0%
CEMB vs VT
+340.0%
-277.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.6% |
| 7D | -0.2% | -4.2% | +4.0% | +0.5% |
| 30D | +0.2% | -5.8% | +6.0% | +1.2% |
| 3M | -2.3% | -5.2% | +2.9% | -1.5% |
| 6M | -1.9% | +0.1% | -2.0% | -2.0% |
| YTD | -0.7% | +8.2% | -8.9% | -2.1% |
| 1Y | +0.3% | +10.1% | -9.8% | -1.4% |
| 3Y | +21.4% | +69.7% | -48.2% | +11.0% |
| 5Y | +8.1% | +53.4% | -45.2% | -0.2% |
| 10Y | +35.2% | +219.2% | -184.0% | +12.5% |
| All | +63.0% | +340.0% | -277.0% | +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