+135.8%
CENT vs VT
+217.6%
-81.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.8% |
| 7D | +3.7% | -0.1% | +3.9% | +3.8% |
| 30D | +18.5% | -3.1% | +21.5% | +20.9% |
| 3M | +9.5% | -3.5% | +13.0% | +12.1% |
| 6M | +26.0% | +0.5% | +25.6% | +24.8% |
| YTD | +49.5% | +10.8% | +38.7% | +37.4% |
| 1Y | +51.4% | +11.9% | +39.5% | +38.0% |
| 3Y | +42.0% | +73.0% | -30.9% | -6.5% |
| 5Y | +9.1% | +58.6% | -49.5% | -23.9% |
| 10Y | +135.8% | +219.2% | -83.4% | -11.4% |
| All | +135.8% | +217.6% | -81.8% | -11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling