+70.1%
CORP vs VT
+422.0%
-351.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | -0.6% | +1.0% | -1.6% | -0.7% |
| 3M | -1.1% | +2.4% | -3.4% | -1.2% |
| 6M | -1.6% | +12.0% | -13.6% | -2.3% |
| YTD | -0.3% | +15.3% | -15.7% | -1.3% |
| 1Y | +1.2% | +22.6% | -21.3% | -0.1% |
| 3Y | +17.0% | +74.7% | -57.7% | +13.0% |
| 5Y | +1.3% | +66.1% | -64.8% | -2.4% |
| 10Y | +27.2% | +225.0% | -197.8% | +22.2% |
| All | +70.1% | +422.0% | -351.9% | +68.2% |
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