+91.6%
CON vs VT
+39.9%
+51.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.8% | -0.4% |
| 7D | +2.2% | -4.2% | +6.4% | +5.3% |
| 30D | +15.8% | -5.8% | +21.6% | +20.7% |
| 3M | +37.3% | -5.2% | +42.5% | +42.6% |
| 6M | +85.5% | +0.1% | +85.4% | +84.3% |
| YTD | +115.7% | +8.2% | +107.5% | +100.7% |
| 1Y | +122.5% | +10.1% | +112.3% | +103.9% |
| All | +91.6% | +39.9% | +51.7% | +44.8% |
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