+8.5%
CONY vs VT
+65.6%
-57.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | +0.3% |
| 7D | -15.0% | -4.2% | -10.8% | -6.0% |
| 30D | -24.4% | -5.8% | -18.6% | -12.9% |
| 3M | -7.5% | -5.2% | -2.3% | +5.5% |
| 6M | -25.1% | +0.1% | -25.3% | -24.5% |
| YTD | -34.2% | +8.2% | -42.5% | -43.5% |
| 1Y | -51.1% | +10.1% | -61.2% | -59.4% |
| 3Y | -8.7% | +69.7% | -78.4% | -67.0% |
| All | +8.5% | +65.6% | -57.1% | -59.2% |
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 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