+199.7%
CFA vs VT
+221.8%
-22.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +2.4% | +2.4% | +0.1% | +0.2% |
| 30D | +4.7% | -1.5% | +6.2% | +6.1% |
| 3M | -0.2% | -4.1% | +3.9% | +3.6% |
| 6M | +8.9% | +0.6% | +8.4% | +7.8% |
| YTD | +13.8% | +11.0% | +2.7% | +2.2% |
| 1Y | +15.6% | +13.3% | +2.2% | +1.8% |
| 3Y | +56.8% | +73.4% | -16.6% | -8.9% |
| 5Y | +43.7% | +57.4% | -13.8% | -8.6% |
| All | +199.7% | +221.8% | -22.1% | -5.7% |
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 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