+32.5%
CEVA vs VT
+74.1%
-41.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +2.6% | -10.9% | -15.3% |
| 7D | -11.6% | +0.4% | -12.0% | -13.0% |
| 30D | -25.8% | -2.6% | -23.2% | -20.2% |
| 3M | -35.8% | -3.2% | -32.5% | -29.1% |
| 6M | -32.8% | +0.9% | -33.8% | -31.2% |
| YTD | +15.4% | +11.3% | +4.1% | -5.9% |
| 1Y | -5.0% | +14.0% | -19.0% | -26.4% |
| 3Y | +32.5% | +75.8% | -43.4% | -64.9% |
| All | +32.5% | +74.1% | -41.6% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling