+72.9%
CSV vs VT
+228.2%
-155.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.7% | +3.3% | +3.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | +11.8% | -1.4% | +13.3% | +13.1% |
| 3M | -10.9% | -1.4% | -9.5% | -9.9% |
| 6M | -23.4% | +5.5% | -28.9% | -27.2% |
| YTD | -14.0% | +12.8% | -26.8% | -23.0% |
| 1Y | -15.2% | +15.4% | -30.7% | -25.5% |
| 3Y | +60.6% | +76.9% | -16.3% | -2.4% |
| 5Y | -20.4% | +60.4% | -80.8% | -47.8% |
| All | +72.9% | +228.2% | -155.3% | -31.0% |
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