-31.8%
CORN vs VT
+450.8%
-482.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.6% | -0.8% |
| 7D | -1.7% | -4.2% | +2.5% | -1.1% |
| 30D | -11.1% | -5.8% | -5.3% | -10.3% |
| 3M | -2.7% | -5.2% | +2.6% | -1.9% |
| 6M | -9.4% | +0.1% | -9.5% | -9.4% |
| YTD | -3.3% | +8.2% | -11.5% | -4.6% |
| 1Y | -5.0% | +10.1% | -15.1% | -6.5% |
| 3Y | -23.1% | +69.7% | -92.8% | -29.8% |
| 5Y | -17.6% | +53.4% | -71.0% | -23.6% |
| 10Y | -10.5% | +219.2% | -229.8% | -31.1% |
| All | -31.8% | +450.8% | -482.7% | -56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling