-15.8%
CEVA vs VT
+224.5%
-240.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +2.0% |
| 7D | -0.6% | +0.4% | -1.1% | -1.4% |
| 30D | -21.3% | +1.0% | -22.3% | -22.3% |
| 3M | -45.6% | +2.4% | -48.0% | -46.3% |
| 6M | +31.2% | +12.0% | +19.2% | +13.3% |
| YTD | +25.2% | +15.3% | +9.9% | +3.5% |
| 1Y | +20.5% | +22.6% | -2.1% | -8.3% |
| 3Y | +15.2% | +74.7% | -59.5% | -45.7% |
| 5Y | -43.2% | +66.1% | -109.3% | -70.0% |
| All | -15.8% | +224.5% | -240.3% | -80.6% |
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