+364.2%
CENX vs VT
+215.5%
+148.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.2% | +11.1% | +10.9% |
| 7D | -0.7% | -2.3% | +1.6% | +3.9% |
| 30D | -7.1% | -5.0% | -2.2% | +2.6% |
| 3M | -27.2% | -4.9% | -22.3% | -19.6% |
| 6M | -46.6% | -1.5% | -45.0% | -44.7% |
| YTD | -14.6% | +8.5% | -23.1% | -26.9% |
| 1Y | +15.5% | +11.4% | +4.1% | -5.7% |
| 3Y | +391.5% | +70.1% | +321.4% | +93.6% |
| 5Y | +154.7% | +53.7% | +101.0% | +29.3% |
| All | +364.2% | +215.5% | +148.7% | -19.5% |
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 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