-99.4%
CNVS vs VT
+368.8%
-468.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.4% |
| 7D | -1.3% | -0.1% | -1.2% | -1.2% |
| 30D | -20.2% | -0.7% | -19.5% | -19.8% |
| 3M | -9.3% | +4.0% | -13.3% | -11.9% |
| 6M | -21.6% | +12.3% | -33.9% | -28.1% |
| YTD | +6.6% | +14.0% | -7.4% | -3.4% |
| 1Y | -32.0% | +20.3% | -52.3% | -40.8% |
| 3Y | +92.3% | +75.4% | +16.9% | +30.0% |
| 5Y | -94.7% | +66.0% | -160.7% | -96.2% |
| 10Y | -93.5% | +228.2% | -321.7% | -96.7% |
| All | -99.4% | +368.8% | -468.2% | -99.7% |
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 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