+87.5%
CENTA vs VT
+222.7%
-135.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -1.7% | +2.9% | -4.6% | -3.7% |
| 30D | +13.6% | -2.5% | +16.1% | +15.5% |
| 3M | +4.0% | -3.3% | +7.3% | +6.3% |
| 6M | +17.4% | +1.5% | +15.8% | +15.3% |
| YTD | +38.3% | +11.4% | +26.9% | +26.5% |
| 1Y | +40.9% | +11.9% | +29.0% | +28.3% |
| 3Y | +28.7% | +73.9% | -45.1% | -15.9% |
| 5Y | -0.5% | +57.9% | -58.4% | -30.6% |
| All | +87.5% | +222.7% | -135.2% | -37.3% |
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