+38.2%
CMBS vs VT
+357.8%
-319.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | -0.7% | +2.9% | -3.6% | -0.7% |
| 30D | +0.4% | -2.5% | +2.9% | +0.4% |
| 3M | -0.8% | -3.3% | +2.5% | -0.8% |
| 6M | -0.7% | +1.5% | -2.2% | -0.7% |
| YTD | -0.5% | +11.4% | -11.8% | -0.4% |
| 1Y | +0.2% | +11.9% | -11.7% | +0.3% |
| 3Y | +17.6% | +73.9% | -56.3% | +17.9% |
| 5Y | +3.8% | +57.9% | -54.1% | +3.9% |
| 10Y | +22.7% | +222.6% | -199.9% | +24.9% |
| All | +38.2% | +357.8% | -319.7% | +41.0% |
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