-75.5%
CERT vs VT
+60.6%
-136.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | -0.2% |
| 7D | -3.4% | -0.3% | -3.1% | -3.0% |
| 30D | +10.1% | -1.4% | +11.6% | +12.4% |
| 3M | +42.2% | -1.4% | +43.6% | +45.1% |
| 6M | +79.2% | +5.5% | +73.7% | +65.4% |
| YTD | +25.9% | +12.8% | +13.0% | +5.3% |
| 1Y | -4.0% | +15.4% | -19.4% | -22.3% |
| 3Y | -13.4% | +76.9% | -90.3% | -61.9% |
| 5Y | -75.5% | +60.4% | -135.9% | -86.8% |
| All | -75.5% | +60.6% | -136.1% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling