-32.2%
CULP vs VT
+346.0%
-378.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +3.7% | -2.3% | +6.1% | +5.2% |
| 30D | -1.4% | -5.0% | +3.6% | +1.7% |
| 3M | +1.7% | -4.9% | +6.6% | +4.7% |
| 6M | +0.3% | -1.5% | +1.8% | +1.0% |
| YTD | +1.1% | +8.5% | -7.4% | -3.8% |
| 1Y | -7.7% | +11.4% | -19.1% | -13.5% |
| 3Y | -34.4% | +70.1% | -104.5% | -51.9% |
| 5Y | -71.6% | +53.7% | -125.3% | -78.2% |
| 10Y | -85.0% | +220.0% | -305.0% | -92.5% |
| All | -32.2% | +346.0% | -378.3% | -68.1% |
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 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