-8.0%
CORN vs VT
+217.6%
-225.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +0.9% | -0.1% | +1.1% | +0.9% |
| 30D | -5.8% | -3.1% | -2.7% | -5.6% |
| 3M | -1.6% | -3.5% | +1.9% | -1.4% |
| 6M | -6.8% | +0.5% | -7.2% | -6.8% |
| YTD | -2.1% | +10.8% | -12.9% | -2.9% |
| 1Y | -3.0% | +11.9% | -14.9% | -3.8% |
| 3Y | -20.2% | +73.0% | -93.1% | -23.8% |
| 5Y | -18.8% | +58.6% | -77.4% | -21.8% |
| 10Y | -8.0% | +219.2% | -227.1% | -27.1% |
| All | -8.0% | +217.6% | -225.6% | -27.1% |
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