-96.5%
CNET vs VT
+226.2%
-322.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | +9.6% | -1.6% | +11.2% | +11.3% |
| 30D | -43.1% | -2.5% | -40.6% | -41.7% |
| 3M | -41.7% | -1.3% | -40.4% | -41.1% |
| 6M | +26.4% | +3.1% | +23.3% | +23.1% |
| YTD | -33.1% | +10.9% | -44.0% | -39.6% |
| 1Y | -58.1% | +12.1% | -70.1% | -62.5% |
| 3Y | -78.7% | +73.9% | -152.6% | -87.7% |
| 5Y | -97.0% | +58.0% | -155.0% | -98.1% |
| All | -96.5% | +226.2% | -322.7% | -98.8% |
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