-65.7%
CERS vs VT
+217.6%
-283.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.1% |
| 7D | -16.7% | -0.1% | -16.5% | -16.0% |
| 30D | -15.2% | -3.1% | -12.2% | -10.3% |
| 3M | -22.6% | -3.5% | -19.1% | -17.4% |
| 6M | -25.3% | +0.5% | -25.8% | -25.7% |
| YTD | -5.3% | +10.8% | -16.1% | -18.3% |
| 1Y | +21.9% | +11.9% | +10.0% | +3.7% |
| 3Y | +21.9% | +73.0% | -51.1% | -43.1% |
| 5Y | -73.3% | +58.6% | -131.9% | -85.3% |
| 10Y | -65.7% | +219.2% | -284.9% | -91.5% |
| All | -65.7% | +217.6% | -283.3% | -91.5% |
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