-79.1%
CERT vs VT
+100.3%
-179.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.9% | +0.4% | -5.4% | -5.5% |
| 30D | -0.9% | +1.0% | -1.8% | -2.2% |
| 3M | +41.5% | +2.4% | +39.2% | +35.9% |
| 6M | +8.0% | +12.0% | -4.0% | -8.9% |
| YTD | -9.9% | +15.3% | -25.2% | -27.5% |
| 1Y | -25.0% | +22.6% | -47.5% | -44.6% |
| 3Y | -51.8% | +74.7% | -126.5% | -79.0% |
| 5Y | -79.0% | +66.1% | -145.1% | -89.3% |
| All | -79.1% | +100.3% | -179.4% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling