+236.8%
CFA vs VT
+233.3%
+3.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.7% | +0.4% | -1.1% | -1.1% |
| 30D | -0.9% | +1.0% | -1.8% | -1.7% |
| 3M | +3.6% | +2.4% | +1.3% | +1.2% |
| 6M | +5.5% | +12.0% | -6.5% | -5.3% |
| YTD | +11.4% | +15.3% | -3.9% | -2.7% |
| 1Y | +12.7% | +22.6% | -9.9% | -7.0% |
| 3Y | +46.3% | +74.7% | -28.3% | -13.4% |
| 5Y | +44.0% | +66.1% | -22.2% | -11.0% |
| 10Y | +195.3% | +225.0% | -29.7% | +1.6% |
| All | +236.8% | +233.3% | +3.5% | +11.5% |
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