-13.5%
CERT vs VT
+73.6%
-87.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.7% | -1.6% | +0.9% | +1.1% |
| 30D | +16.1% | -2.5% | +18.6% | +19.7% |
| 3M | +32.9% | -1.3% | +34.2% | +35.0% |
| 6M | +75.9% | +3.1% | +72.8% | +68.3% |
| YTD | +23.4% | +10.9% | +12.4% | +7.2% |
| 1Y | -7.1% | +12.1% | -19.2% | -20.5% |
| All | -13.5% | +73.6% | -87.1% | -69.9% |
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