+53.7%
CSR vs VT
+214.8%
-161.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | +1.0% |
| 7D | -0.5% | -4.2% | +3.7% | +2.5% |
| 30D | +5.4% | -5.8% | +11.2% | +9.8% |
| 3M | +4.2% | -5.2% | +9.4% | +8.0% |
| 6M | -8.2% | +0.1% | -8.3% | -9.0% |
| YTD | -8.7% | +8.2% | -17.0% | -14.9% |
| 1Y | +2.9% | +10.1% | -7.2% | -5.3% |
| 3Y | +33.5% | +69.7% | -36.2% | -12.4% |
| 5Y | -26.9% | +53.4% | -80.2% | -48.5% |
| All | +53.7% | +214.8% | -161.1% | -34.9% |
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