+27.5%
CSV vs VT
+69.4%
-41.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.6% | -4.1% | -17.5% | -18.6% |
| 7D | -20.1% | -4.2% | -16.0% | -17.1% |
| 30D | -14.0% | -5.8% | -8.2% | -9.8% |
| 3M | -31.6% | -5.2% | -26.4% | -28.5% |
| 6M | -40.2% | +0.1% | -40.4% | -40.0% |
| YTD | -32.6% | +8.2% | -40.8% | -36.3% |
| 1Y | -34.6% | +10.1% | -44.7% | -39.0% |
| All | +27.5% | +69.4% | -41.9% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling