+187.4%
CR vs VT
+90.4%
+96.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.3% |
| 7D | +1.3% | +1.0% | +0.3% | 0.0% |
| 30D | -7.7% | -0.2% | -7.5% | -7.4% |
| 3M | +5.3% | +4.5% | +0.7% | -0.8% |
| 6M | +6.3% | +14.1% | -7.7% | -10.8% |
| YTD | +10.3% | +14.8% | -4.5% | -8.5% |
| 1Y | +10.4% | +21.2% | -10.7% | -14.8% |
| 3Y | +142.1% | +76.6% | +65.5% | +19.3% |
| All | +187.4% | +90.4% | +96.9% | +32.4% |
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