-3.1%
CERT vs VT
+69.4%
-72.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.1% | +13.9% | +14.0% |
| 7D | +8.8% | -4.2% | +12.9% | +13.0% |
| 30D | +31.4% | -5.8% | +37.2% | +39.5% |
| 3M | +52.1% | -5.2% | +57.3% | +60.4% |
| 6M | +97.1% | +0.1% | +97.0% | +93.3% |
| YTD | +38.3% | +8.2% | +30.0% | +22.3% |
| 1Y | +5.3% | +10.1% | -4.9% | -9.1% |
| All | -3.1% | +69.4% | -72.5% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling