-66.4%
CURI vs VT
+126.7%
-193.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +7.0% | +0.4% | +6.5% | +6.5% |
| 30D | +7.0% | +1.0% | +6.0% | +6.1% |
| 3M | -11.2% | +2.4% | -13.6% | -13.0% |
| 6M | -14.6% | +12.0% | -26.6% | -22.6% |
| YTD | -22.7% | +15.3% | -38.0% | -31.6% |
| 1Y | -33.6% | +22.6% | -56.2% | -44.4% |
| 3Y | +299.7% | +74.7% | +225.0% | +147.2% |
| 5Y | -74.1% | +66.1% | -140.2% | -83.6% |
| All | -66.4% | +126.7% | -193.0% | -79.2% |
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