+56.7%
CON vs VT
+49.1%
+7.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | +12.3% | +1.0% | +11.3% | +11.6% |
| 3M | +38.6% | +2.4% | +36.2% | +36.1% |
| 6M | +47.3% | +12.0% | +35.3% | +34.8% |
| YTD | +76.4% | +15.3% | +61.1% | +57.1% |
| 1Y | +47.9% | +22.6% | +25.3% | +24.8% |
| All | +56.7% | +49.1% | +7.6% | +13.3% |
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