-95.1%
CRE vs VT
+22.5%
-117.6%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -1.8% |
| 7D | +4.9% | -0.3% | +5.2% | +4.7% |
| 30D | -3.4% | -1.4% | -1.9% | -4.1% |
| 3M | -3.7% | -1.4% | -2.3% | -4.5% |
| 6M | -29.7% | +5.5% | -35.2% | -26.4% |
| YTD | -6.9% | +12.8% | -19.8% | -3.1% |
| 1Y | -53.0% | +15.4% | -68.4% | -51.2% |
| All | -95.1% | +22.5% | -117.6% | -93.7% |
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