+9.8%
CENT vs VT
+53.2%
-43.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | +1.8% |
| 7D | +6.3% | -4.2% | +10.5% | +9.3% |
| 30D | +19.8% | -5.8% | +25.6% | +24.5% |
| 3M | +8.8% | -5.2% | +14.1% | +12.5% |
| 6M | +32.8% | +0.1% | +32.7% | +31.7% |
| YTD | +49.1% | +8.2% | +40.9% | +39.5% |
| 1Y | +52.9% | +10.1% | +42.7% | +41.1% |
| 3Y | +36.5% | +69.7% | -33.2% | -7.8% |
| 5Y | +9.8% | +53.4% | -43.5% | -21.0% |
| All | +9.8% | +53.2% | -43.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling