-71.5%
CERT vs VT
+92.6%
-164.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.7% | -1.6% | +0.9% | +1.5% |
| 30D | +16.1% | -2.5% | +18.6% | +20.4% |
| 3M | +32.9% | -1.3% | +34.2% | +35.3% |
| 6M | +75.9% | +3.1% | +72.8% | +67.0% |
| YTD | +23.4% | +10.9% | +12.4% | +4.9% |
| 1Y | -7.1% | +12.1% | -19.2% | -22.3% |
| 3Y | -15.1% | +73.9% | -89.0% | -62.9% |
| 5Y | -75.3% | +58.0% | -133.3% | -86.5% |
| All | -71.5% | +92.6% | -164.1% | -89.2% |
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