-61.2%
CURI vs VT
+118.2%
-179.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.3% | +9.7% | +9.7% |
| 7D | +24.7% | +2.4% | +22.3% | +21.8% |
| 30D | +15.1% | -1.5% | +16.6% | +16.4% |
| 3M | -19.2% | -4.1% | -15.1% | -16.3% |
| 6M | +12.3% | +0.6% | +11.7% | +12.0% |
| YTD | -10.7% | +11.0% | -21.8% | -18.5% |
| 1Y | -26.0% | +13.3% | -39.3% | -33.6% |
| 3Y | +605.9% | +73.4% | +532.5% | +338.7% |
| 5Y | -56.0% | +57.4% | -113.4% | -71.2% |
| All | -61.2% | +118.2% | -179.4% | -75.2% |
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 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