+82.2%
CENTA vs VT
+221.4%
-139.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -3.1% | +1.0% | -4.1% | -3.8% |
| 30D | -9.7% | -0.2% | -9.4% | -9.5% |
| 3M | +0.1% | +4.5% | -4.4% | -3.4% |
| 6M | +8.4% | +14.1% | -5.7% | -2.3% |
| YTD | +20.9% | +14.8% | +6.1% | +8.4% |
| 1Y | +3.9% | +21.2% | -17.3% | -10.8% |
| 3Y | +11.8% | +76.6% | -64.8% | -27.9% |
| 5Y | +9.3% | +66.6% | -57.3% | -26.8% |
| 10Y | +82.2% | +222.3% | -140.1% | -37.0% |
| All | +82.2% | +221.4% | -139.2% | -37.0% |
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 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