-87.6%
CONL vs VT
+77.3%
-164.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -4.1% | -15.5% | +0.3% |
| 7D | -30.0% | -4.2% | -25.8% | -10.5% |
| 30D | -49.4% | -5.8% | -43.6% | -28.3% |
| 3M | -31.0% | -5.2% | -25.8% | -2.4% |
| 6M | -66.4% | +0.1% | -66.6% | -63.0% |
| YTD | -80.4% | +8.2% | -88.6% | -83.8% |
| 1Y | -90.9% | +10.1% | -101.0% | -92.8% |
| 3Y | -76.4% | +69.7% | -146.1% | -95.4% |
| All | -87.6% | +77.3% | -164.9% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling