-73.2%
CONL vs VT
+73.6%
-146.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.7% | +10.6% |
| 7D | -20.3% | -1.6% | -18.7% | -11.7% |
| 30D | -40.4% | -2.5% | -37.9% | -29.3% |
| 3M | -17.8% | -1.3% | -16.4% | -5.7% |
| 6M | -59.1% | +3.1% | -62.2% | -62.7% |
| YTD | -77.5% | +10.9% | -88.5% | -84.6% |
| 1Y | -90.3% | +12.1% | -102.4% | -93.5% |
| All | -73.2% | +73.6% | -146.8% | -94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling