-88.0%
CULP vs VT
+221.4%
-309.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +3.6% | +1.0% | +2.6% | +3.0% |
| 30D | -1.7% | -0.2% | -1.5% | -1.6% |
| 3M | +10.7% | +4.5% | +6.1% | +7.5% |
| 6M | +5.2% | +14.1% | -8.8% | -3.4% |
| YTD | -3.9% | +14.8% | -18.7% | -12.2% |
| 1Y | -20.3% | +21.2% | -41.5% | -29.6% |
| 3Y | -38.5% | +76.6% | -115.1% | -57.1% |
| 5Y | -71.3% | +66.6% | -137.8% | -79.4% |
| 10Y | -88.0% | +222.3% | -310.3% | -95.1% |
| All | -88.0% | +221.4% | -309.4% | -95.1% |
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 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