+89.0%
CGNX vs VT
+221.8%
-132.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.1% |
| 7D | +4.7% | +2.4% | +2.3% | +1.2% |
| 30D | -12.7% | -1.5% | -11.2% | -10.3% |
| 3M | -18.7% | -4.1% | -14.6% | -12.8% |
| 6M | -21.2% | +0.6% | -21.8% | -20.5% |
| YTD | +39.6% | +11.0% | +28.5% | +21.7% |
| 1Y | +35.6% | +13.3% | +22.2% | +14.7% |
| 3Y | +44.7% | +73.4% | -28.7% | -32.4% |
| 5Y | -37.8% | +57.4% | -95.2% | -65.8% |
| All | +89.0% | +221.8% | -132.8% | -60.7% |
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