-68.0%
CERT vs VT
+87.9%
-155.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.1% | +13.9% | +15.1% |
| 7D | +8.8% | -4.2% | +12.9% | +14.2% |
| 30D | +31.4% | -5.8% | +37.2% | +41.5% |
| 3M | +52.1% | -5.2% | +57.3% | +62.4% |
| 6M | +97.1% | +0.1% | +97.0% | +93.1% |
| YTD | +38.3% | +8.2% | +30.0% | +20.4% |
| 1Y | +5.3% | +10.1% | -4.9% | -10.7% |
| 3Y | -4.9% | +69.7% | -74.6% | -57.3% |
| 5Y | -71.6% | +53.4% | -125.0% | -83.9% |
| All | -68.0% | +87.9% | -155.9% | -87.6% |
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