-38.3%
CSV vs VT
+53.2%
-91.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.6% | -4.1% | -17.5% | -18.1% |
| 7D | -20.1% | -4.2% | -16.0% | -16.5% |
| 30D | -14.0% | -5.8% | -8.2% | -8.8% |
| 3M | -31.6% | -5.2% | -26.4% | -27.9% |
| 6M | -40.2% | +0.1% | -40.4% | -40.2% |
| YTD | -32.6% | +8.2% | -40.8% | -37.3% |
| 1Y | -34.6% | +10.1% | -44.7% | -40.1% |
| 3Y | +25.9% | +69.7% | -43.7% | -24.6% |
| 5Y | -38.3% | +53.4% | -91.7% | -59.7% |
| All | -38.3% | +53.2% | -91.5% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling