+1,073.2%
CENT vs VT
+374.2%
+699.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -4.8% | +0.4% | -5.2% | -5.2% |
| 30D | -5.3% | +1.0% | -6.3% | -6.2% |
| 3M | +5.4% | +2.4% | +3.0% | +2.7% |
| 6M | +8.5% | +12.0% | -3.5% | -2.7% |
| YTD | +29.7% | +15.3% | +14.4% | +13.2% |
| 1Y | +11.0% | +22.6% | -11.6% | -8.5% |
| 3Y | +20.4% | +74.7% | -54.3% | -28.2% |
| 5Y | +19.2% | +66.1% | -47.0% | -26.6% |
| 10Y | +106.0% | +225.0% | -119.0% | -34.8% |
| All | +1,073.2% | +374.2% | +699.0% | +131.5% |
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