+951.2%
CENTA vs VT
+368.9%
+582.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.3% |
| 7D | -3.7% | -1.1% | -2.6% | -2.6% |
| 30D | -10.6% | -1.0% | -9.6% | -9.7% |
| 3M | -6.7% | +3.2% | -9.9% | -9.9% |
| 6M | +8.1% | +12.5% | -4.4% | -4.8% |
| YTD | +19.0% | +14.1% | +4.9% | +3.2% |
| 1Y | +4.5% | +18.9% | -14.4% | -13.3% |
| 3Y | +11.0% | +74.1% | -63.1% | -37.9% |
| 5Y | +10.0% | +66.9% | -56.9% | -37.0% |
| 10Y | +88.3% | +228.3% | -140.0% | -50.8% |
| All | +951.2% | +368.9% | +582.2% | +75.7% |
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