-14.2%
CEVA vs VT
+217.6%
-231.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.7% |
| 7D | -16.4% | -0.1% | -16.2% | -16.3% |
| 30D | -27.0% | -3.1% | -23.9% | -22.6% |
| 3M | -23.4% | -3.5% | -19.9% | -17.7% |
| 6M | -33.9% | +0.5% | -34.3% | -31.7% |
| YTD | +13.6% | +10.8% | +2.8% | +1.3% |
| 1Y | -6.0% | +11.9% | -17.9% | -16.9% |
| 3Y | +22.9% | +73.0% | -50.1% | -40.3% |
| 5Y | -46.3% | +58.6% | -104.9% | -69.3% |
| 10Y | -14.2% | +219.2% | -233.4% | -77.1% |
| All | -14.2% | +217.6% | -231.9% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling