+519.4%
CSV vs VT
+356.1%
+163.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.0% | -1.6% | -2.4% | -3.0% |
| 30D | +6.8% | -2.5% | +9.3% | +8.5% |
| 3M | -15.4% | -1.3% | -14.1% | -14.7% |
| 6M | -29.8% | +3.1% | -32.9% | -31.5% |
| YTD | -18.1% | +10.9% | -29.0% | -24.1% |
| 1Y | -21.4% | +12.1% | -33.5% | -27.6% |
| 3Y | +52.9% | +73.9% | -21.0% | +5.6% |
| 5Y | -24.0% | +58.0% | -82.0% | -44.1% |
| 10Y | +66.8% | +225.5% | -158.6% | -19.5% |
| All | +519.4% | +356.1% | +163.3% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling