+127.9%
CPA vs VT
+224.7%
-96.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -1.0% |
| 7D | +2.1% | -0.7% | +2.8% | +3.0% |
| 30D | +10.1% | -1.7% | +11.9% | +12.8% |
| 3M | +12.2% | -2.3% | +14.5% | +16.0% |
| 6M | +30.6% | +1.5% | +29.0% | +28.7% |
| YTD | +28.2% | +12.0% | +16.1% | +11.7% |
| 1Y | +23.1% | +12.9% | +10.2% | +6.4% |
| 3Y | +101.1% | +74.9% | +26.2% | -4.7% |
| 5Y | +135.3% | +59.9% | +75.3% | +28.2% |
| All | +127.9% | +224.7% | -96.8% | -47.7% |
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