-3.1%
CEV vs VT
+53.2%
-56.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.5% |
| 7D | +1.2% | -4.2% | +5.4% | +2.0% |
| 30D | +3.9% | -5.8% | +9.7% | +5.0% |
| 3M | +5.0% | -5.2% | +10.3% | +6.0% |
| 6M | +6.2% | +0.1% | +6.1% | +6.1% |
| YTD | +10.7% | +8.2% | +2.4% | +8.8% |
| 1Y | +7.8% | +10.1% | -2.4% | +5.6% |
| 3Y | +34.6% | +69.7% | -35.0% | +20.8% |
| 5Y | -3.1% | +53.4% | -56.4% | -11.7% |
| All | -3.1% | +53.2% | -56.3% | -11.7% |
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