+121.5%
CEV vs VT
+363.9%
-242.4%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +3.8% | -1.4% | +5.2% | +4.2% |
| 3M | +5.5% | -1.4% | +6.9% | +5.9% |
| 6M | +7.8% | +5.5% | +2.3% | +6.2% |
| YTD | +10.9% | +12.8% | -1.9% | +7.3% |
| 1Y | +8.0% | +15.4% | -7.5% | +3.8% |
| 3Y | +34.9% | +76.9% | -42.0% | +15.6% |
| 5Y | -1.9% | +60.4% | -62.3% | -14.4% |
| 10Y | +28.6% | +232.8% | -204.2% | -9.2% |
| All | +121.5% | +363.9% | -242.4% | +22.8% |
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 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